+25.5%
FDS vs EPAM
-11.8%
+37.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -5.0% | +9.1% | -14.0% | -9.2% |
| 30D | +13.8% | +38.5% | -24.7% | -3.4% |
| 3M | +14.8% | +61.0% | -46.1% | -9.2% |
| 6M | +47.4% | +58.0% | -10.7% | +14.6% |
| YTD | +14.2% | -23.5% | +37.6% | +20.6% |
| All | +25.5% | -11.8% | +37.2% | +34.5% |
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