-32.8%
FPS vs EPAM
-12.4%
-20.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.9% | +10.8% | +5.2% |
| 7D | -24.5% | +13.4% | -37.9% | -17.7% |
| 30D | -52.1% | +47.1% | -99.2% | -42.8% |
| 3M | -48.4% | +71.2% | -119.5% | -35.5% |
| 6M | -54.4% | +48.9% | -103.3% | -40.0% |
| All | -32.8% | -12.4% | -20.4% | -12.9% |
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 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