+123.4%
FE vs EPAM
+157.4%
-34.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.2% | +2.4% | -1.2% | +1.0% |
| 30D | +4.5% | +42.3% | -37.8% | +0.9% |
| 3M | +1.3% | +60.7% | -59.3% | -3.4% |
| 6M | +8.7% | +80.5% | -71.8% | +1.8% |
| YTD | +9.2% | -20.4% | +29.6% | +10.3% |
| 1Y | +7.0% | -9.6% | +16.6% | +6.5% |
| 3Y | +51.4% | -30.5% | +81.9% | +51.8% |
| 5Y | +47.7% | -75.7% | +123.4% | +70.8% |
| All | +123.4% | +157.4% | -34.0% | +44.7% |
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