+346.3%
FSLR vs EPAM
+751.2%
-404.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -0.9% |
| 7D | 0.0% | +2.0% | -2.0% | -0.4% |
| 30D | -13.7% | +6.5% | -20.2% | -15.3% |
| 3M | -35.1% | +19.9% | -55.0% | -38.4% |
| 6M | +3.6% | -16.9% | +20.6% | +6.0% |
| YTD | -21.7% | -42.9% | +21.1% | -13.7% |
| 1Y | +1.3% | -30.4% | +31.6% | +6.1% |
| 3Y | +9.7% | -54.7% | +64.4% | +22.8% |
| 5Y | +117.4% | -81.8% | +199.2% | +181.9% |
| 10Y | +435.5% | +65.5% | +370.0% | +254.5% |
| All | +346.3% | +751.2% | -404.9% | +129.7% |
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 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