-83.6%
FIG vs EPAM
-0.5%
-83.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -14.3% | +18.5% | -32.8% | -21.8% |
| 30D | -13.6% | +44.0% | -57.7% | -28.9% |
| 3M | -23.7% | +63.0% | -86.7% | -41.2% |
| 6M | -5.4% | +67.3% | -72.6% | -28.1% |
| YTD | -49.2% | -20.5% | -28.7% | -50.4% |
| 1Y | -57.4% | -9.6% | -47.7% | -60.2% |
| All | -83.6% | -0.5% | -83.1% | -84.5% |
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