+358.0%
FWONK vs EPAM
+291.2%
+66.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | +20.0% | +42.3% | -22.4% | +11.0% |
| 3M | +5.2% | +60.7% | -55.5% | -5.4% |
| 6M | +18.7% | +80.5% | -61.8% | +2.7% |
| YTD | +10.7% | -20.4% | +31.1% | +12.9% |
| 1Y | +8.2% | -9.6% | +17.8% | +7.1% |
| 3Y | +64.6% | -30.5% | +95.0% | +66.3% |
| 5Y | +92.5% | -75.7% | +168.2% | +134.9% |
| 10Y | +285.3% | +160.1% | +125.2% | +110.6% |
| All | +358.0% | +291.2% | +66.7% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling