+40.9%
FFIV vs EPAM
-78.1%
+118.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -2.1% | +9.1% | -11.1% | -3.9% |
| 30D | -33.8% | +38.5% | -72.3% | -37.8% |
| 3M | -20.6% | +61.0% | -81.6% | -27.7% |
| 6M | -10.2% | +58.0% | -68.3% | -18.9% |
| YTD | +24.5% | -23.5% | +47.9% | +28.3% |
| 1Y | +29.3% | -10.5% | +39.8% | +29.3% |
| 3Y | +103.8% | -33.8% | +137.6% | +108.8% |
| 5Y | +40.9% | -78.1% | +119.0% | +63.7% |
| All | +40.9% | -78.1% | +118.9% | +63.7% |
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