+9,602.7%
FIX vs EPAM
+899.0%
+8,703.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.6% | -14.5% | -15.0% |
| 7D | -18.9% | +0.8% | -19.7% | -19.2% |
| 30D | -36.3% | +24.9% | -61.2% | -39.3% |
| 3M | -38.5% | +22.6% | -61.1% | -41.6% |
| 6M | -42.3% | +24.2% | -66.5% | -46.2% |
| YTD | +17.1% | -33.0% | +50.1% | +23.2% |
| 1Y | +14.4% | -13.3% | +27.7% | +12.9% |
| 3Y | +486.7% | -42.9% | +529.6% | +518.3% |
| 5Y | +1,083.7% | -80.8% | +1,164.6% | +1,398.6% |
| 10Y | +3,932.4% | +122.5% | +3,809.9% | +2,521.5% |
| All | +9,602.7% | +899.0% | +8,703.7% | +5,174.3% |
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 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