+8.1%
FPS vs EPAM
-35.6%
+43.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.8% | +1.8% |
| 7D | +3.1% | +2.0% | +1.2% | +3.7% |
| 30D | -18.6% | +6.5% | -25.1% | -16.7% |
| 3M | -51.5% | +19.9% | -71.4% | -45.9% |
| 6M | -8.5% | -16.9% | +8.4% | +2.2% |
| All | +8.1% | -35.6% | +43.7% | +19.8% |
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