+36.6%
FFIV vs EPAM
-15.2%
+51.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -9.8% | +0.8% | -10.6% | -9.9% |
| 30D | -28.1% | +24.9% | -53.0% | -29.6% |
| 3M | -20.0% | +22.6% | -42.6% | -21.6% |
| 6M | -0.1% | +24.2% | -24.3% | -1.7% |
| YTD | +29.2% | -33.0% | +62.1% | +43.8% |
| 1Y | +36.6% | -13.3% | +49.9% | +47.7% |
| All | +36.6% | -15.2% | +51.8% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling