+213.8%
FFIV vs EPAM
+65.3%
+148.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.1% |
| 7D | -1.0% | +2.0% | -2.9% | -1.4% |
| 30D | -5.1% | +6.5% | -11.6% | -6.9% |
| 3M | -4.5% | +19.9% | -24.4% | -9.4% |
| 6M | +36.5% | -16.9% | +53.4% | +40.1% |
| YTD | +53.0% | -42.9% | +95.8% | +69.8% |
| 1Y | +24.2% | -30.4% | +54.6% | +31.3% |
| 3Y | +137.2% | -54.7% | +191.9% | +166.9% |
| 5Y | +91.8% | -81.8% | +173.6% | +150.7% |
| All | +213.8% | +65.3% | +148.5% | +105.3% |
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