+777.0%
FIX vs EPAM
-54.6%
+831.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | +6.0% | +2.0% | +4.1% | +5.9% |
| 30D | -7.2% | +6.5% | -13.8% | -7.7% |
| 3M | -15.9% | +19.9% | -35.8% | -16.9% |
| 6M | +12.7% | -16.9% | +29.7% | +17.6% |
| YTD | +72.8% | -42.9% | +115.7% | +91.9% |
| 1Y | +122.9% | -30.4% | +153.3% | +134.2% |
| All | +777.0% | -54.6% | +831.6% | +879.1% |
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