+333.7%
FDS vs EPAM
+1,105.1%
-771.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +20.6% | -21.1% | -5.1% |
| 7D | +6.4% | +23.0% | -16.6% | +1.0% |
| 30D | +25.2% | +51.6% | -26.4% | +13.4% |
| 3M | +22.9% | +50.8% | -27.9% | +11.2% |
| 6M | +56.5% | +51.1% | +5.4% | +41.3% |
| YTD | +19.0% | -19.1% | +38.1% | +21.6% |
| 1Y | +32.7% | +3.0% | +29.7% | +29.1% |
| 3Y | -20.4% | -31.2% | +10.8% | -18.9% |
| 5Y | -19.6% | -76.5% | +56.9% | -4.3% |
| 10Y | +148.5% | +168.4% | -19.9% | +70.0% |
| All | +333.7% | +1,105.1% | -771.4% | +137.8% |
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