+946.1%
FERG vs EPAM
+1,058.6%
-112.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.5% |
| 7D | -2.1% | +13.4% | -15.5% | -3.4% |
| 30D | +8.7% | +47.1% | -38.4% | +4.6% |
| 3M | -7.4% | +71.2% | -78.6% | -12.3% |
| 6M | -6.6% | +48.9% | -55.6% | -10.8% |
| YTD | +6.6% | -22.2% | +28.8% | +7.9% |
| 1Y | -3.6% | -5.2% | +1.6% | -4.4% |
| 3Y | +56.4% | -34.9% | +91.3% | +58.4% |
| 5Y | +67.5% | -77.4% | +144.9% | +73.7% |
| 10Y | +434.6% | +158.1% | +276.5% | +425.7% |
| All | +946.1% | +1,058.6% | -112.5% | +962.9% |
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