+6.5%
FIX vs EPAM
-4.9%
+11.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.9% | +9.3% | +4.2% |
| 7D | -17.5% | +13.4% | -30.8% | -12.7% |
| 30D | -41.6% | +47.1% | -88.6% | -33.4% |
| 3M | -40.6% | +71.2% | -111.8% | -29.2% |
| 6M | -49.4% | +48.9% | -98.3% | -38.7% |
| YTD | +9.2% | -22.2% | +31.4% | +20.4% |
| 1Y | +6.5% | -5.2% | +11.6% | +6.3% |
| All | +6.5% | -4.9% | +11.4% | +6.3% |
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