+31.3%
FANG vs EPAM
-30.1%
+61.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +4.0% | +2.4% | +1.6% | +3.8% |
| 30D | -5.8% | +42.3% | -48.1% | -9.4% |
| 3M | -6.7% | +60.7% | -67.4% | -11.4% |
| 6M | -6.4% | +80.5% | -86.9% | -13.0% |
| YTD | +25.9% | -20.4% | +46.3% | +30.4% |
| 1Y | +31.1% | -9.6% | +40.7% | +32.6% |
| 3Y | +31.3% | -30.5% | +61.8% | +25.0% |
| All | +31.3% | -30.1% | +61.4% | +25.0% |
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