-39.3%
FND vs EPAM
-32.1%
-7.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.1% |
| 7D | -5.2% | +2.0% | -7.2% | -5.6% |
| 30D | -19.9% | +6.5% | -26.4% | -21.1% |
| 3M | +2.7% | +19.9% | -17.2% | -0.8% |
| 6M | -21.7% | -16.9% | -4.7% | -19.2% |
| YTD | -17.5% | -42.9% | +25.4% | -10.3% |
| 1Y | -39.3% | -30.4% | -8.9% | -37.7% |
| All | -39.3% | -32.1% | -7.2% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling