+382.6%
EPAM vs FIVN
+253.7%
+128.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -17.6% | +13.8% | +1.6% |
| 7D | +13.4% | -22.6% | +36.0% | +21.6% |
| 30D | +47.1% | -16.8% | +63.8% | +53.6% |
| 3M | +71.2% | -0.9% | +72.1% | +66.9% |
| 6M | +48.9% | +28.4% | +20.5% | +33.5% |
| YTD | -22.2% | +40.2% | -62.5% | -34.0% |
| 1Y | -5.2% | +30.5% | -35.7% | -18.2% |
| 3Y | -34.9% | -56.2% | +21.3% | -25.4% |
| 5Y | -77.4% | -81.0% | +3.6% | -68.6% |
| 10Y | +158.1% | +105.3% | +52.8% | +112.5% |
| All | +382.6% | +253.7% | +128.9% | +272.6% |
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