+81.3%
FN vs EPAM
-31.1%
+112.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +20.6% | -34.9% | -14.2% |
| 7D | -16.0% | +23.0% | -39.0% | -16.1% |
| 30D | -40.1% | +51.6% | -91.7% | -41.1% |
| 3M | -43.9% | +50.8% | -94.7% | -45.0% |
| 6M | -55.6% | +51.1% | -106.8% | -56.3% |
| YTD | -35.7% | -19.1% | -16.5% | -27.4% |
| 1Y | -39.8% | +3.0% | -42.8% | -36.2% |
| All | +81.3% | -31.1% | +112.4% | +98.9% |
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 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