+33.2%
FSLR vs EPAM
-31.1%
+64.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +20.6% | -20.0% | -1.2% |
| 7D | +10.7% | +23.0% | -12.3% | +8.4% |
| 30D | +8.9% | +51.6% | -42.7% | +4.3% |
| 3M | -17.3% | +50.8% | -68.1% | -20.9% |
| 6M | -10.8% | +51.1% | -61.9% | -14.5% |
| YTD | -25.1% | -19.1% | -5.9% | -21.1% |
| 1Y | -29.4% | +3.0% | -32.4% | -29.4% |
| All | +33.2% | -31.1% | +64.3% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling