+99.4%
FWONK vs EPAM
-81.8%
+181.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.0% |
| 7D | -0.6% | -2.2% | +1.5% | -0.4% |
| 30D | -5.8% | +17.8% | -23.5% | -7.6% |
| 3M | +10.0% | +19.9% | -9.9% | +7.0% |
| 6M | +14.7% | -21.6% | +36.3% | +17.1% |
| YTD | -1.7% | -44.0% | +42.3% | +4.1% |
| 1Y | -4.6% | -30.5% | +25.9% | -2.1% |
| 3Y | +46.7% | -56.8% | +103.4% | +57.0% |
| 5Y | +99.4% | -81.7% | +181.1% | +119.8% |
| All | +99.4% | -81.8% | +181.2% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling