+25.2%
FDS vs EPAM
-7.6%
+32.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -2.2% |
| 7D | -2.0% | +18.8% | -20.8% | -10.1% |
| 30D | +13.5% | +44.9% | -31.4% | -5.6% |
| 3M | +15.2% | +68.6% | -53.4% | -10.8% |
| 6M | +47.0% | +65.4% | -18.4% | +12.0% |
| YTD | +13.9% | -19.9% | +33.8% | +17.9% |
| 1Y | +25.2% | -10.0% | +35.2% | +31.5% |
| All | +25.2% | -7.6% | +32.8% | +31.5% |
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