+397.2%
EPAM vs FIVN
+249.1%
+148.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.5% | +5.9% |
| 7D | +18.8% | -22.4% | +41.2% | +27.2% |
| 30D | +44.9% | -23.8% | +68.7% | +55.5% |
| 3M | +68.6% | -19.5% | +88.1% | +76.1% |
| 6M | +65.4% | +25.6% | +39.8% | +49.2% |
| YTD | -19.9% | +38.4% | -58.3% | -31.8% |
| 1Y | -10.0% | +33.7% | -43.7% | -22.9% |
| 3Y | -30.3% | -56.2% | +25.9% | -20.1% |
| 5Y | -75.7% | -82.9% | +7.2% | -65.1% |
| 10Y | +167.2% | +103.6% | +63.6% | +120.5% |
| All | +397.2% | +249.1% | +148.2% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling