+109.8%
FE vs EPAM
+167.9%
-58.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | -0.1% |
| 7D | 0.0% | +13.4% | -13.4% | -1.4% |
| 30D | +5.2% | +47.1% | -41.9% | +1.2% |
| 3M | 0.0% | +71.2% | -71.2% | -5.3% |
| 6M | +5.0% | +48.9% | -43.9% | +0.3% |
| YTD | +7.9% | -22.2% | +30.1% | +9.2% |
| 1Y | +6.3% | -5.2% | +11.5% | +5.3% |
| 3Y | +46.0% | -34.9% | +81.0% | +47.5% |
| 5Y | +45.6% | -77.4% | +123.0% | +71.0% |
| All | +109.8% | +167.9% | -58.1% | +39.2% |
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