+159.6%
FANG vs EPAM
+157.4%
+2.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +4.0% | +2.4% | +1.6% | +3.7% |
| 30D | -5.8% | +42.3% | -48.1% | -10.5% |
| 3M | -6.7% | +60.7% | -67.4% | -13.0% |
| 6M | -6.4% | +80.5% | -86.9% | -14.9% |
| YTD | +25.9% | -20.4% | +46.3% | +27.8% |
| 1Y | +31.1% | -9.6% | +40.7% | +30.5% |
| 3Y | +31.3% | -30.5% | +61.8% | +32.1% |
| 5Y | +108.3% | -75.7% | +184.0% | +145.2% |
| All | +159.6% | +157.4% | +2.2% | +64.1% |
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