+1,397.3%
FANG vs EPAM
+501.4%
+895.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.5% |
| 7D | +0.8% | +2.0% | -1.2% | +0.5% |
| 30D | +7.6% | +6.5% | +1.1% | +6.2% |
| 3M | -1.3% | +19.9% | -21.2% | -4.8% |
| 6M | +14.7% | -16.9% | +31.6% | +16.7% |
| YTD | +34.8% | -42.9% | +77.7% | +44.4% |
| 1Y | +42.9% | -30.4% | +73.3% | +47.8% |
| 3Y | +43.8% | -54.7% | +98.5% | +54.9% |
| 5Y | +225.8% | -81.8% | +307.6% | +289.1% |
| 10Y | +171.9% | +65.5% | +106.4% | +79.6% |
| All | +1,397.3% | +501.4% | +895.9% | +675.9% |
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