+44.6%
FE vs EPAM
-33.7%
+78.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | -1.4% |
| 7D | -1.0% | +13.4% | -14.4% | -1.1% |
| 30D | +4.1% | +47.1% | -42.9% | +4.0% |
| 3M | -1.0% | +71.2% | -72.2% | -1.3% |
| 6M | +4.0% | +48.9% | -44.9% | +3.7% |
| YTD | +6.8% | -22.2% | +29.1% | +6.8% |
| 1Y | +5.3% | -5.2% | +10.5% | +4.9% |
| 3Y | +44.6% | -34.9% | +79.5% | +39.0% |
| All | +44.6% | -33.7% | +78.3% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling