-28.1%
FSLY vs EPAM
-4.4%
-23.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.6% |
| 7D | -17.9% | +18.5% | -36.5% | -27.7% |
| 30D | -34.7% | +44.0% | -78.7% | -48.1% |
| 3M | -40.0% | +63.0% | -103.0% | -55.5% |
| 6M | -11.8% | +67.3% | -79.1% | -37.0% |
| YTD | +69.5% | -20.5% | +90.1% | +70.5% |
| 1Y | +44.0% | -9.6% | +53.6% | +34.8% |
| 3Y | +5.2% | -30.8% | +36.1% | +5.9% |
| 5Y | -65.6% | -75.6% | +10.1% | -42.9% |
| All | -28.1% | -4.4% | -23.6% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling