-57.9%
FICO vs EPAM
-4.9%
-53.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.2% |
| 7D | -0.9% | +13.4% | -14.3% | -6.8% |
| 30D | +3.3% | +47.1% | -43.7% | -14.0% |
| 3M | -31.7% | +71.2% | -102.9% | -46.5% |
| 6M | -34.0% | +48.9% | -82.9% | -46.3% |
| YTD | -58.3% | -22.2% | -36.1% | -58.4% |
| 1Y | -57.9% | -5.2% | -52.8% | -60.4% |
| All | -57.9% | -4.9% | -53.0% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling