-66.5%
FSLY vs EPAM
-75.7%
+9.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +4.9% | +2.4% | +2.4% | +3.9% |
| 30D | -33.5% | +42.3% | -75.8% | -44.7% |
| 3M | -44.6% | +60.7% | -105.3% | -56.4% |
| 6M | -9.2% | +80.5% | -89.7% | -33.3% |
| YTD | +63.3% | -20.4% | +83.6% | +66.3% |
| 1Y | +45.3% | -9.6% | +54.9% | +39.1% |
| 3Y | +3.7% | -30.5% | +34.2% | +5.3% |
| All | -66.5% | -75.7% | +9.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling