+906.2%
FN vs EPAM
+65.3%
+840.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.7% |
| 7D | -1.7% | +2.0% | -3.6% | -2.2% |
| 30D | -22.0% | +6.5% | -28.5% | -23.8% |
| 3M | -43.0% | +19.9% | -62.9% | -46.5% |
| 6M | -27.7% | -16.9% | -10.8% | -26.3% |
| YTD | -10.5% | -42.9% | +32.4% | -0.1% |
| 1Y | +12.5% | -30.4% | +42.9% | +18.5% |
| 3Y | +153.8% | -54.7% | +208.5% | +189.6% |
| 5Y | +288.0% | -81.8% | +369.8% | +430.9% |
| All | +906.2% | +65.3% | +840.9% | +377.9% |
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 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