+94.9%
FFIV vs EPAM
-30.1%
+125.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.5% | +2.4% | -3.0% | -0.9% |
| 30D | -32.4% | +42.3% | -74.7% | -36.5% |
| 3M | -25.7% | +60.7% | -86.3% | -31.9% |
| 6M | -13.5% | +80.5% | -94.0% | -23.6% |
| YTD | +21.1% | -20.4% | +41.5% | +27.9% |
| 1Y | +29.4% | -9.6% | +39.0% | +32.6% |
| 3Y | +94.9% | -30.5% | +125.4% | +90.8% |
| All | +94.9% | -30.1% | +125.0% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling