+117.8%
FFIV vs EPAM
+157.4%
-39.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.5% | +2.4% | -3.0% | -1.1% |
| 30D | -32.4% | +42.3% | -74.7% | -37.9% |
| 3M | -25.7% | +60.7% | -86.3% | -33.8% |
| 6M | -13.5% | +80.5% | -94.0% | -26.0% |
| YTD | +21.1% | -20.4% | +41.5% | +23.8% |
| 1Y | +29.4% | -9.6% | +39.0% | +28.4% |
| 3Y | +94.9% | -30.5% | +125.4% | +97.8% |
| 5Y | +34.7% | -75.7% | +110.4% | +65.4% |
| All | +117.8% | +157.4% | -39.6% | +17.6% |
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