+1,278.4%
FANG vs EPAM
+741.9%
+536.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +2.1% | -1.1% | +3.3% | +2.3% |
| 30D | -7.5% | +41.8% | -49.3% | -12.6% |
| 3M | -8.2% | +63.4% | -71.5% | -15.2% |
| 6M | -6.4% | +72.2% | -78.6% | -15.1% |
| YTD | +24.1% | -20.0% | +44.1% | +25.8% |
| 1Y | +28.5% | -9.0% | +37.5% | +27.4% |
| 3Y | +29.8% | -30.4% | +60.2% | +30.6% |
| 5Y | +105.2% | -75.6% | +180.8% | +135.3% |
| 10Y | +152.6% | +161.2% | -8.6% | +54.3% |
| All | +1,278.4% | +741.9% | +536.5% | +575.9% |
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