+3,653.2%
FIX vs EPAM
+170.1%
+3,483.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.9% | +9.3% | +6.1% |
| 7D | -17.5% | +13.4% | -30.8% | -20.1% |
| 30D | -41.6% | +47.1% | -88.6% | -46.5% |
| 3M | -40.6% | +71.2% | -111.8% | -47.6% |
| 6M | -49.4% | +48.9% | -98.3% | -54.9% |
| YTD | +9.2% | -22.2% | +31.4% | +11.6% |
| 1Y | +6.5% | -5.2% | +11.6% | +3.2% |
| 3Y | +448.7% | -34.9% | +483.7% | +463.5% |
| 5Y | +948.7% | -77.4% | +1,026.1% | +1,268.5% |
| All | +3,653.2% | +170.1% | +3,483.1% | +1,534.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling