+1,888.3%
FN vs EPAM
+751.2%
+1,137.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.7% |
| 7D | -1.7% | +2.0% | -3.6% | -2.1% |
| 30D | -22.0% | +6.5% | -28.5% | -23.7% |
| 3M | -43.0% | +19.9% | -62.9% | -46.4% |
| 6M | -27.7% | -16.9% | -10.8% | -26.5% |
| YTD | -10.5% | -42.9% | +32.4% | -1.0% |
| 1Y | +12.5% | -30.4% | +42.9% | +17.9% |
| 3Y | +153.8% | -54.7% | +208.5% | +186.7% |
| 5Y | +288.0% | -81.8% | +369.8% | +403.4% |
| 10Y | +906.4% | +65.5% | +841.0% | +585.5% |
| All | +1,888.3% | +751.2% | +1,137.1% | +802.8% |
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