+160.3%
FN vs EPAM
-54.6%
+214.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.4% |
| 7D | -1.7% | +2.0% | -3.6% | -1.9% |
| 30D | -22.0% | +6.5% | -28.5% | -22.7% |
| 3M | -43.0% | +19.9% | -62.9% | -44.4% |
| 6M | -27.7% | -16.9% | -10.8% | -24.4% |
| YTD | -10.5% | -42.9% | +32.4% | +2.4% |
| 1Y | +12.5% | -30.4% | +42.9% | +21.8% |
| All | +160.3% | -54.6% | +214.9% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling