-22.6%
FDS vs EPAM
-76.2%
+53.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -2.1% | +18.5% | -20.7% | -5.8% |
| 30D | +16.0% | +44.0% | -28.0% | +7.5% |
| 3M | +18.8% | +63.0% | -44.2% | +7.7% |
| 6M | +54.1% | +67.3% | -13.1% | +38.5% |
| YTD | +17.0% | -20.5% | +37.5% | +17.6% |
| 1Y | +25.5% | -9.6% | +35.2% | +23.9% |
| 3Y | -23.3% | -30.8% | +7.5% | -23.5% |
| 5Y | -22.6% | -75.6% | +53.0% | -13.0% |
| All | -22.6% | -76.2% | +53.6% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling