+743.6%
FN vs EPAM
+170.1%
+573.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.9% | +15.5% | +12.4% |
| 7D | 0.0% | +13.4% | -13.4% | -3.8% |
| 30D | -34.3% | +47.1% | -81.4% | -40.5% |
| 3M | -39.9% | +71.2% | -111.0% | -47.8% |
| 6M | -51.8% | +48.9% | -100.8% | -57.8% |
| YTD | -28.1% | -22.2% | -5.9% | -26.4% |
| 1Y | -29.1% | -5.2% | -23.9% | -31.1% |
| 3Y | +102.4% | -34.9% | +137.4% | +109.0% |
| 5Y | +171.7% | -77.4% | +249.1% | +255.4% |
| All | +743.6% | +170.1% | +573.4% | +240.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling