+421.0%
FERG vs EPAM
+158.4%
+262.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.3% | -3.7% |
| 7D | +8.2% | -1.1% | +9.3% | +8.3% |
| 30D | +14.4% | +41.8% | -27.5% | +9.5% |
| 3M | +4.3% | +63.4% | -59.0% | -1.9% |
| 6M | +7.9% | +72.2% | -64.3% | 0.0% |
| YTD | +16.3% | -20.0% | +36.3% | +17.9% |
| 1Y | +2.2% | -9.0% | +11.3% | +1.9% |
| 3Y | +67.3% | -30.4% | +97.7% | +68.9% |
| 5Y | +75.3% | -75.6% | +150.9% | +82.8% |
| All | +421.0% | +158.4% | +262.6% | +416.8% |
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