+922.4%
FERG vs EPAM
+751.2%
+171.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.5% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | -10.2% | +6.5% | -16.7% | -10.9% |
| 3M | -0.6% | +19.9% | -20.5% | -2.7% |
| 6M | -6.5% | -16.9% | +10.4% | -5.4% |
| YTD | +4.2% | -42.9% | +47.1% | +8.9% |
| 1Y | -2.3% | -30.4% | +28.1% | 0.0% |
| 3Y | +48.5% | -54.7% | +103.2% | +55.9% |
| 5Y | +72.0% | -81.8% | +153.8% | +83.7% |
| 10Y | +369.9% | +65.5% | +304.4% | +378.4% |
| All | +922.4% | +751.2% | +171.2% | +972.4% |
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