+130.0%
FDS vs EPAM
+163.7%
-33.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -5.0% | +9.1% | -14.0% | -7.5% |
| 30D | +13.8% | +38.5% | -24.7% | +4.2% |
| 3M | +14.8% | +61.0% | -46.1% | +1.4% |
| 6M | +47.4% | +58.0% | -10.7% | +30.2% |
| YTD | +14.2% | -23.5% | +37.6% | +18.3% |
| 1Y | +26.6% | -10.5% | +37.2% | +26.7% |
| 3Y | -24.4% | -33.8% | +9.4% | -22.3% |
| 5Y | -22.6% | -78.1% | +55.5% | +0.3% |
| 10Y | +130.0% | +157.7% | -27.7% | +22.9% |
| All | +130.0% | +163.7% | -33.7% | +22.9% |
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 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