+101.7%
FFIV vs EPAM
-31.1%
+132.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +20.6% | -26.1% | -8.2% |
| 7D | -14.2% | +23.0% | -37.2% | -17.0% |
| 30D | -33.6% | +51.6% | -85.2% | -38.3% |
| 3M | -24.2% | +50.8% | -75.0% | -29.8% |
| 6M | -8.3% | +51.1% | -59.4% | -15.6% |
| YTD | +22.1% | -19.1% | +41.2% | +28.7% |
| 1Y | +26.5% | +3.0% | +23.5% | +25.8% |
| All | +101.7% | -31.1% | +132.8% | +104.4% |
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