-58.1%
FIG vs EPAM
-7.6%
-50.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.7% | -8.6% | -5.7% |
| 7D | -11.4% | +18.8% | -30.2% | -19.4% |
| 30D | -17.2% | +44.9% | -62.1% | -32.9% |
| 3M | -26.6% | +68.6% | -95.2% | -45.5% |
| 6M | -9.8% | +65.4% | -75.2% | -32.8% |
| YTD | -50.1% | -19.9% | -30.3% | -50.2% |
| 1Y | -58.1% | -10.0% | -48.0% | -65.3% |
| All | -58.1% | -7.6% | -50.4% | -65.3% |
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 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