+1,567.4%
FN vs EPAM
+899.0%
+668.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.8% |
| 7D | -7.0% | +0.8% | -7.8% | -7.4% |
| 30D | -24.7% | +24.9% | -49.7% | -28.7% |
| 3M | -35.7% | +22.6% | -58.2% | -39.5% |
| 6M | -52.4% | +24.2% | -76.6% | -56.1% |
| YTD | -25.0% | -33.0% | +8.0% | -20.5% |
| 1Y | -25.7% | -13.3% | -12.4% | -26.3% |
| 3Y | +110.2% | -42.9% | +153.1% | +123.5% |
| 5Y | +192.3% | -80.8% | +273.2% | +276.3% |
| 10Y | +812.3% | +122.5% | +689.7% | +477.8% |
| All | +1,567.4% | +899.0% | +668.4% | +624.9% |
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 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