+67.7%
FERG vs EPAM
-30.1%
+97.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.7% | +2.4% | +7.3% | +9.5% |
| 30D | +15.0% | +42.3% | -27.3% | +10.2% |
| 3M | +3.8% | +60.7% | -56.9% | -2.3% |
| 6M | +10.6% | +80.5% | -69.9% | +1.6% |
| YTD | +17.0% | -20.4% | +37.3% | +22.6% |
| 1Y | +7.1% | -9.6% | +16.7% | +9.2% |
| 3Y | +67.7% | -30.5% | +98.2% | +78.1% |
| All | +67.7% | -30.1% | +97.8% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling