+24.2%
FDS vs EPAM
-9.2%
+33.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.2% |
| 7D | -2.6% | -1.1% | -1.4% | -2.2% |
| 30D | +14.1% | +41.8% | -27.8% | -4.2% |
| 3M | +19.8% | +63.4% | -43.6% | -5.9% |
| 6M | +55.0% | +72.2% | -17.2% | +16.2% |
| YTD | +15.9% | -20.0% | +35.9% | +20.1% |
| 1Y | +24.2% | -9.0% | +33.2% | +29.0% |
| All | +24.2% | -9.2% | +33.4% | +29.0% |
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