+43.8%
FWONK vs EPAM
-55.8%
+99.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -7.7% | +17.6% | -25.3% | -9.4% |
| 3M | +5.7% | +27.1% | -21.4% | +2.1% |
| 6M | +13.5% | -17.0% | +30.4% | +15.3% |
| YTD | -3.0% | -42.4% | +39.5% | +3.0% |
| 1Y | -6.4% | -25.3% | +18.9% | -5.3% |
| 3Y | +43.8% | -55.7% | +99.6% | +56.4% |
| All | +43.8% | -55.8% | +99.6% | +56.4% |
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