+56.7%
FND vs EPAM
+50.9%
+5.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.6% |
| 7D | -5.2% | +2.0% | -7.2% | -6.0% |
| 30D | -19.9% | +6.5% | -26.4% | -22.3% |
| 3M | +2.7% | +19.9% | -17.2% | -6.0% |
| 6M | -21.7% | -16.9% | -4.7% | -18.0% |
| YTD | -17.5% | -42.9% | +25.4% | -1.5% |
| 1Y | -39.3% | -30.4% | -8.9% | -33.6% |
| 3Y | -49.8% | -54.7% | +5.0% | -38.3% |
| 5Y | -60.1% | -81.8% | +21.7% | -33.8% |
| All | +56.7% | +50.9% | +5.8% | -6.2% |
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 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