+104.6%
FE vs EPAM
+1,105.1%
-1,000.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +20.6% | -20.8% | -1.9% |
| 7D | +0.6% | +23.0% | -22.4% | -1.3% |
| 30D | +6.4% | +51.6% | -45.2% | +2.5% |
| 3M | -0.5% | +50.8% | -51.3% | -4.3% |
| 6M | +4.7% | +51.1% | -46.4% | +0.4% |
| YTD | +8.4% | -19.1% | +27.5% | +9.1% |
| 1Y | +7.2% | +3.0% | +4.3% | +5.5% |
| 3Y | +44.9% | -31.2% | +76.0% | +45.4% |
| 5Y | +46.3% | -76.5% | +122.8% | +60.7% |
| 10Y | +110.3% | +168.4% | -58.2% | +69.7% |
| All | +104.6% | +1,105.1% | -1,000.5% | +60.4% |
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