+499.7%
FICO vs EPAM
+170.1%
+329.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.0% |
| 7D | -0.9% | +13.4% | -14.3% | -6.1% |
| 30D | +3.3% | +47.1% | -43.7% | -11.0% |
| 3M | -31.7% | +71.2% | -102.9% | -44.2% |
| 6M | -34.0% | +48.9% | -82.9% | -43.8% |
| YTD | -58.3% | -22.2% | -36.1% | -56.0% |
| 1Y | -57.9% | -5.2% | -52.8% | -58.7% |
| 3Y | -24.1% | -34.9% | +10.9% | -20.1% |
| 5Y | +85.3% | -77.4% | +162.7% | +173.7% |
| All | +499.7% | +170.1% | +329.5% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling