+231.0%
FANG vs EPAM
-81.8%
+312.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | +2.4% | +17.8% | -15.4% | +1.4% |
| 3M | +4.9% | +19.9% | -15.0% | +3.4% |
| 6M | +12.0% | -21.6% | +33.6% | +13.5% |
| YTD | +37.1% | -44.0% | +81.1% | +41.6% |
| 1Y | +52.3% | -30.5% | +82.8% | +54.6% |
| 3Y | +45.0% | -56.8% | +101.7% | +48.5% |
| 5Y | +231.0% | -81.7% | +312.7% | +273.6% |
| All | +231.0% | -81.8% | +312.7% | +273.6% |
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