-83.2%
FIG vs EPAM
-0.3%
-82.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +3.4% | +2.4% | +1.0% | +2.4% |
| 30D | -9.5% | +42.3% | -51.8% | -25.0% |
| 3M | -26.2% | +60.7% | -86.8% | -42.7% |
| 6M | +2.7% | +80.5% | -77.8% | -23.8% |
| YTD | -48.0% | -20.4% | -27.6% | -49.2% |
| 1Y | -52.0% | -9.6% | -42.4% | -55.2% |
| All | -83.2% | -0.3% | -82.8% | -84.1% |
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