+424.2%
FERG vs EPAM
+157.4%
+266.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.7% | +2.4% | +7.3% | +9.4% |
| 30D | +15.0% | +42.3% | -27.3% | +10.1% |
| 3M | +3.8% | +60.7% | -56.9% | -2.3% |
| 6M | +10.6% | +80.5% | -69.9% | +2.0% |
| YTD | +17.0% | -20.4% | +37.3% | +18.6% |
| 1Y | +7.1% | -9.6% | +16.7% | +6.8% |
| 3Y | +67.7% | -30.5% | +98.2% | +69.4% |
| 5Y | +76.4% | -75.7% | +152.1% | +84.0% |
| All | +424.2% | +157.4% | +266.9% | +420.2% |
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