+894.6%
FIX vs EPAM
-77.2%
+971.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +20.6% | -32.2% | -13.3% |
| 7D | -27.2% | +23.0% | -50.3% | -28.9% |
| 30D | -46.9% | +51.6% | -98.5% | -49.4% |
| 3M | -44.4% | +50.8% | -95.2% | -47.2% |
| 6M | -50.9% | +51.1% | -102.0% | -53.6% |
| YTD | +3.5% | -19.1% | +22.7% | +6.9% |
| 1Y | -2.1% | +3.0% | -5.1% | -3.4% |
| 3Y | +418.7% | -31.2% | +449.9% | +434.4% |
| 5Y | +894.6% | -76.5% | +971.0% | +1,050.9% |
| All | +894.6% | -77.2% | +971.7% | +1,050.9% |
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