+126.7%
FFIV vs EPAM
+165.6%
-38.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -2.9% | +18.5% | -21.5% | -6.9% |
| 30D | -32.4% | +44.0% | -76.5% | -38.1% |
| 3M | -22.7% | +63.0% | -85.7% | -31.4% |
| 6M | -10.7% | +67.3% | -77.9% | -22.3% |
| YTD | +25.4% | -20.5% | +45.9% | +28.2% |
| 1Y | +34.2% | -9.6% | +43.8% | +33.1% |
| 3Y | +101.2% | -30.8% | +132.0% | +104.5% |
| 5Y | +42.0% | -75.6% | +117.6% | +74.0% |
| 10Y | +126.7% | +159.6% | -32.8% | +23.5% |
| All | +126.7% | +165.6% | -38.9% | +23.5% |
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