+327.3%
FSLR vs EPAM
+1,105.1%
-777.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +20.6% | -20.0% | -3.7% |
| 7D | +10.7% | +23.0% | -12.3% | +5.4% |
| 30D | +8.9% | +51.6% | -42.7% | -1.1% |
| 3M | -17.3% | +50.8% | -68.1% | -25.3% |
| 6M | -10.8% | +51.1% | -61.9% | -20.3% |
| YTD | -25.1% | -19.1% | -5.9% | -23.9% |
| 1Y | -29.4% | +3.0% | -32.4% | -32.5% |
| 3Y | +28.8% | -31.2% | +60.0% | +30.6% |
| 5Y | +68.3% | -76.5% | +144.8% | +108.0% |
| 10Y | +502.7% | +168.4% | +334.3% | +255.8% |
| All | +327.3% | +1,105.1% | -777.8% | +102.6% |
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