+499.9%
FAST vs EPAM
+65.3%
+434.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.1% |
| 7D | -0.4% | +2.0% | -2.3% | -0.7% |
| 30D | -0.8% | +6.5% | -7.3% | -2.2% |
| 3M | +5.8% | +19.9% | -14.2% | +1.7% |
| 6M | +8.0% | -16.9% | +24.9% | +10.2% |
| YTD | +25.6% | -42.9% | +68.5% | +35.9% |
| 1Y | +0.8% | -30.4% | +31.2% | +4.7% |
| 3Y | +86.1% | -54.7% | +140.8% | +102.8% |
| 5Y | +100.2% | -81.8% | +182.0% | +152.9% |
| All | +499.9% | +65.3% | +434.5% | +270.8% |
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