+1,329.8%
FN vs EPAM
+1,105.1%
+224.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +20.6% | -34.9% | -18.3% |
| 7D | -16.0% | +23.0% | -39.0% | -20.5% |
| 30D | -40.1% | +51.6% | -91.7% | -46.0% |
| 3M | -43.9% | +50.8% | -94.7% | -50.0% |
| 6M | -55.6% | +51.1% | -106.8% | -61.2% |
| YTD | -35.7% | -19.1% | -16.5% | -35.1% |
| 1Y | -39.8% | +3.0% | -42.8% | -43.0% |
| 3Y | +80.3% | -31.2% | +111.4% | +82.5% |
| 5Y | +143.3% | -76.5% | +219.8% | +196.8% |
| 10Y | +682.3% | +168.4% | +513.9% | +371.8% |
| All | +1,329.8% | +1,105.1% | +224.7% | +491.9% |
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