+2,105.4%
FIX vs EPAM
-81.9%
+2,187.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | +6.0% | +2.0% | +4.1% | +5.8% |
| 30D | -7.2% | +6.5% | -13.8% | -8.2% |
| 3M | -15.9% | +19.9% | -35.8% | -18.4% |
| 6M | +12.7% | -16.9% | +29.7% | +15.1% |
| YTD | +72.8% | -42.9% | +115.7% | +85.8% |
| 1Y | +122.9% | -30.4% | +153.3% | +130.5% |
| 3Y | +774.3% | -54.7% | +829.1% | +848.3% |
| All | +2,105.4% | -81.9% | +2,187.3% | +2,506.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling