+29.7%
FAST vs EPAM
+4.5%
+25.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +20.6% | -21.2% | -0.8% |
| 7D | +0.7% | +23.0% | -22.3% | +0.5% |
| 30D | +4.6% | +51.6% | -46.9% | +4.1% |
| 3M | +6.4% | +50.8% | -44.5% | +5.7% |
| 6M | +20.6% | +51.1% | -30.5% | +19.8% |
| YTD | +34.7% | -19.1% | +53.8% | +34.7% |
| 1Y | +29.7% | +3.0% | +26.7% | +24.7% |
| All | +29.7% | +4.5% | +25.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling