+317.7%
FDS vs EPAM
+1,058.6%
-741.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.8% |
| 7D | -0.5% | +13.4% | -13.9% | -3.8% |
| 30D | +20.2% | +47.1% | -26.9% | +9.7% |
| 3M | +19.9% | +71.2% | -51.3% | +5.8% |
| 6M | +56.2% | +48.9% | +7.2% | +41.5% |
| YTD | +14.6% | -22.2% | +36.8% | +18.2% |
| 1Y | +31.6% | -5.2% | +36.8% | +30.4% |
| 3Y | -23.8% | -34.9% | +11.1% | -21.4% |
| 5Y | -22.6% | -77.4% | +54.8% | -7.0% |
| 10Y | +139.3% | +158.1% | -18.7% | +65.2% |
| All | +317.7% | +1,058.6% | -741.0% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling