+101.7%
FICO vs EPAM
-81.9%
+183.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.4% | -14.3% | -16.1% |
| 7D | -19.2% | +2.0% | -21.1% | -19.5% |
| 30D | -14.6% | +6.5% | -21.1% | -16.0% |
| 3M | -20.1% | +19.9% | -40.0% | -23.7% |
| 6M | -36.3% | -16.9% | -19.4% | -34.1% |
| YTD | -44.9% | -42.9% | -2.0% | -38.5% |
| 1Y | -38.6% | -30.4% | -8.3% | -34.5% |
| 3Y | +4.0% | -54.7% | +58.7% | +17.1% |
| All | +101.7% | -81.9% | +183.5% | +145.6% |
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