-87.2%
FCUV vs EPAM
+134.1%
-221.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.4% | -11.3% | -13.2% |
| 7D | +62.8% | +2.0% | +60.9% | +62.5% |
| 30D | +66.5% | +6.5% | +60.0% | +64.8% |
| 3M | +459.9% | +19.9% | +440.0% | +442.2% |
| 6M | -12.4% | -16.9% | +4.6% | -11.0% |
| YTD | -47.5% | -42.9% | -4.7% | -44.2% |
| 1Y | -80.5% | -30.4% | -50.1% | -79.7% |
| 3Y | -97.6% | -54.7% | -42.9% | -97.5% |
| 5Y | -99.5% | -81.8% | -17.7% | -99.6% |
| 10Y | -95.8% | +65.5% | -161.2% | -89.5% |
| All | -87.2% | +134.1% | -221.4% | -58.8% |
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