+39.3%
FFIV vs EPAM
-77.4%
+116.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.3% |
| 7D | -8.1% | +13.4% | -21.5% | -10.4% |
| 30D | -33.4% | +47.1% | -80.5% | -38.1% |
| 3M | -24.7% | +71.2% | -95.9% | -32.2% |
| 6M | -8.8% | +48.9% | -57.8% | -16.7% |
| YTD | +21.8% | -22.2% | +44.0% | +25.2% |
| 1Y | +25.3% | -5.2% | +30.5% | +23.9% |
| 3Y | +101.2% | -34.9% | +136.1% | +106.7% |
| All | +39.3% | -77.4% | +116.7% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling