+358.9%
FERG vs EPAM
+65.2%
+293.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | -11.5% | +18.4% | -29.9% | -13.3% |
| 3M | +1.3% | +19.2% | -17.9% | -1.4% |
| 6M | -1.0% | -21.0% | +20.0% | +1.2% |
| YTD | +3.2% | -43.7% | +46.9% | +9.4% |
| 1Y | -3.0% | -29.9% | +26.9% | -0.2% |
| 3Y | +55.0% | -56.5% | +111.6% | +65.7% |
| 5Y | +72.6% | -81.7% | +154.3% | +87.8% |
| 10Y | +358.9% | +64.5% | +294.4% | +372.6% |
| All | +358.9% | +65.2% | +293.7% | +372.6% |
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