-23.8%
FICO vs EPAM
-31.1%
+7.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +20.6% | -19.7% | -5.2% |
| 7D | -0.3% | +23.0% | -23.3% | -6.9% |
| 30D | +1.7% | +51.6% | -49.9% | -11.2% |
| 3M | -35.2% | +50.8% | -86.0% | -43.4% |
| 6M | -33.7% | +51.1% | -84.8% | -42.6% |
| YTD | -58.2% | -19.1% | -39.0% | -58.5% |
| 1Y | -56.6% | +3.0% | -59.6% | -59.0% |
| All | -23.8% | -31.1% | +7.3% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling