+1,733.9%
FICO vs EPAM
+899.0%
+834.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +1.7% | +24.9% | -23.3% | -5.3% |
| 3M | -33.0% | +22.6% | -55.6% | -37.3% |
| 6M | -33.9% | +24.2% | -58.1% | -38.6% |
| YTD | -58.5% | -33.0% | -25.6% | -54.1% |
| 1Y | -56.4% | -13.3% | -43.0% | -55.3% |
| 3Y | -24.7% | -42.9% | +18.3% | -17.0% |
| 5Y | +83.1% | -80.8% | +163.9% | +156.0% |
| 10Y | +517.2% | +122.5% | +394.7% | +316.6% |
| All | +1,733.9% | +899.0% | +834.9% | +923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling