+301.1%
FWONK vs EPAM
+180.7%
+120.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.0% |
| 7D | -6.2% | +2.0% | -8.1% | -6.6% |
| 30D | -0.6% | +6.5% | -7.1% | -2.4% |
| 3M | +11.1% | +19.9% | -8.8% | +5.7% |
| 6M | +11.7% | -16.9% | +28.7% | +14.4% |
| YTD | -3.1% | -42.9% | +39.8% | +6.6% |
| 1Y | -4.2% | -30.4% | +26.2% | +0.2% |
| 3Y | +38.3% | -54.7% | +93.1% | +54.0% |
| 5Y | +92.2% | -81.8% | +174.0% | +147.6% |
| 10Y | +355.4% | +65.5% | +289.9% | +175.0% |
| All | +301.1% | +180.7% | +120.5% | +113.8% |
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 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