+489.7%
FAST vs EPAM
+751.2%
-261.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +5.8% | +19.9% | -14.2% | +2.1% |
| 6M | +8.0% | -16.9% | +24.9% | +9.9% |
| YTD | +25.6% | -42.9% | +68.5% | +34.7% |
| 1Y | +0.8% | -30.4% | +31.2% | +4.3% |
| 3Y | +86.1% | -54.7% | +140.8% | +100.9% |
| 5Y | +100.2% | -81.8% | +182.0% | +138.4% |
| 10Y | +494.2% | +65.5% | +428.7% | +366.6% |
| All | +489.7% | +751.2% | -261.5% | +314.2% |
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