-97.9%
FCUV vs EPAM
+218.7%
-316.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.2% |
| 7D | -13.0% | +13.4% | -26.3% | -15.5% |
| 30D | -36.9% | +47.1% | -84.0% | -41.8% |
| 3M | -65.3% | +71.2% | -136.5% | -68.9% |
| 6M | -32.9% | +48.9% | -81.8% | -38.2% |
| YTD | -91.2% | -22.2% | -69.0% | -91.2% |
| 1Y | -98.2% | -5.2% | -93.0% | -98.2% |
| 3Y | -99.6% | -34.9% | -64.6% | -99.6% |
| 5Y | -99.9% | -77.4% | -22.5% | -99.9% |
| 10Y | -99.3% | +158.1% | -257.4% | -98.3% |
| All | -97.9% | +218.7% | -316.5% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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