-40.4%
FND vs EPAM
-30.1%
-10.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -6.8% | +2.4% | -9.2% | -7.4% |
| 30D | +8.0% | +42.3% | -34.3% | -1.4% |
| 3M | -18.9% | +60.7% | -79.6% | -28.3% |
| 6M | +4.7% | +80.5% | -75.8% | -11.1% |
| YTD | -21.6% | -20.4% | -1.2% | -18.3% |
| 1Y | -22.0% | -9.6% | -12.4% | -21.8% |
| 3Y | -40.4% | -30.5% | -10.0% | -43.2% |
| All | -40.4% | -30.1% | -10.4% | -43.2% |
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