+92.9%
FFIV vs EPAM
-81.9%
+174.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | -1.0% | +2.0% | -2.9% | -1.3% |
| 30D | -5.1% | +6.5% | -11.6% | -6.5% |
| 3M | -4.5% | +19.9% | -24.4% | -8.5% |
| 6M | +36.5% | -16.9% | +53.4% | +39.7% |
| YTD | +53.0% | -42.9% | +95.8% | +67.2% |
| 1Y | +24.2% | -30.4% | +54.6% | +30.4% |
| 3Y | +137.2% | -54.7% | +191.9% | +161.4% |
| All | +92.9% | -81.9% | +174.8% | +134.5% |
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