+103.2%
FE vs EPAM
+751.2%
-648.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | +1.9% | +2.0% | 0.0% | +1.8% |
| 30D | -1.2% | +6.5% | -7.7% | -1.9% |
| 3M | +3.5% | +19.9% | -16.4% | +1.5% |
| 6M | -6.1% | -16.9% | +10.9% | -5.1% |
| YTD | +7.6% | -42.9% | +50.5% | +11.9% |
| 1Y | +11.9% | -30.4% | +42.3% | +14.0% |
| 3Y | +48.4% | -54.7% | +103.2% | +54.8% |
| 5Y | +44.8% | -81.8% | +126.6% | +61.5% |
| 10Y | +115.9% | +65.5% | +50.4% | +81.3% |
| All | +103.2% | +751.2% | -648.0% | +64.5% |
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