+316.3%
FWONK vs EPAM
+69.2%
+247.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.5% | -4.5% | +2.9% | -0.6% |
| 30D | -6.8% | +14.6% | -21.4% | -9.5% |
| 3M | +7.7% | +23.1% | -15.4% | +1.9% |
| 6M | +11.0% | -19.5% | +30.4% | +14.5% |
| YTD | -3.1% | -44.1% | +41.0% | +7.0% |
| 1Y | -3.5% | -25.2% | +21.7% | -0.8% |
| 3Y | +44.6% | -56.8% | +101.4% | +62.9% |
| 5Y | +98.3% | -81.7% | +180.0% | +158.6% |
| All | +316.3% | +69.2% | +247.1% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling