-77.8%
EPAM vs FIVN
-81.1%
+3.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -17.6% | +13.8% | +2.2% |
| 7D | +13.4% | -22.6% | +36.0% | +22.5% |
| 30D | +47.1% | -16.8% | +63.8% | +54.2% |
| 3M | +71.2% | -0.9% | +72.1% | +65.9% |
| 6M | +48.9% | +28.4% | +20.5% | +31.0% |
| YTD | -22.2% | +40.2% | -62.5% | -35.8% |
| 1Y | -5.2% | +30.5% | -35.7% | -20.1% |
| 3Y | -34.9% | -56.2% | +21.3% | -22.9% |
| All | -77.8% | -81.1% | +3.3% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling