+31.6%
FDS vs EPAM
-4.9%
+36.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.0% |
| 7D | -0.5% | +13.4% | -13.9% | -6.7% |
| 30D | +20.2% | +47.1% | -26.9% | -0.8% |
| 3M | +19.9% | +71.2% | -51.3% | -7.9% |
| 6M | +56.2% | +48.9% | +7.2% | +23.9% |
| YTD | +14.6% | -22.2% | +36.8% | +20.3% |
| 1Y | +31.6% | -5.2% | +36.8% | +33.7% |
| All | +31.6% | -4.9% | +36.5% | +33.7% |
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