-56.3%
FIG vs EPAM
-11.8%
-44.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.7% |
| 7D | -12.6% | +9.1% | -21.7% | -17.1% |
| 30D | -13.8% | +38.5% | -52.3% | -28.9% |
| 3M | -16.7% | +61.0% | -77.7% | -37.0% |
| 6M | -6.1% | +58.0% | -64.1% | -28.7% |
| YTD | -48.1% | -23.5% | -24.6% | -47.2% |
| All | -56.3% | -11.8% | -44.6% | -63.2% |
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