+575.3%
FAST vs EPAM
+170.1%
+405.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.8% |
| 7D | +2.1% | +13.4% | -11.3% | -0.3% |
| 30D | +6.9% | +47.1% | -40.2% | -0.2% |
| 3M | +4.8% | +71.2% | -66.3% | -4.8% |
| 6M | +19.8% | +48.9% | -29.2% | +10.2% |
| YTD | +34.9% | -22.2% | +57.1% | +37.8% |
| 1Y | +32.8% | -5.2% | +38.0% | +30.7% |
| 3Y | +93.7% | -34.9% | +128.7% | +97.7% |
| 5Y | +105.3% | -77.4% | +182.7% | +153.3% |
| All | +575.3% | +170.1% | +405.2% | +301.1% |
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