+14,217.3%
FIX vs EPAM
+751.2%
+13,466.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.4% |
| 7D | +6.0% | +2.0% | +4.1% | +5.6% |
| 30D | -7.2% | +6.5% | -13.8% | -8.9% |
| 3M | -15.9% | +19.9% | -35.8% | -20.4% |
| 6M | +12.7% | -16.9% | +29.7% | +14.7% |
| YTD | +72.8% | -42.9% | +115.7% | +88.8% |
| 1Y | +122.9% | -30.4% | +153.3% | +131.2% |
| 3Y | +774.3% | -54.7% | +829.1% | +872.4% |
| 5Y | +2,049.5% | -81.8% | +2,131.3% | +2,630.4% |
| 10Y | +5,821.5% | +65.5% | +5,756.0% | +4,000.1% |
| All | +14,217.3% | +751.2% | +13,466.1% | +7,984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling