+102.2%
FE vs EPAM
+170.1%
-67.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | -1.1% |
| 7D | -1.0% | +13.4% | -14.4% | -2.3% |
| 30D | +4.1% | +47.1% | -42.9% | +0.2% |
| 3M | -1.0% | +71.2% | -72.2% | -6.2% |
| 6M | +4.0% | +48.9% | -44.9% | -0.7% |
| YTD | +6.8% | -22.2% | +29.1% | +8.2% |
| 1Y | +5.3% | -5.2% | +10.5% | +4.3% |
| 3Y | +44.6% | -34.9% | +79.5% | +46.1% |
| 5Y | +44.2% | -77.4% | +121.6% | +69.3% |
| All | +102.2% | +170.1% | -67.9% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling