-69.7%
FSLY vs EPAM
-77.4%
+7.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +6.9% | +4.4% |
| 7D | -31.4% | +13.4% | -44.8% | -37.0% |
| 30D | -37.3% | +47.1% | -84.4% | -48.6% |
| 3M | -30.1% | +71.2% | -101.3% | -46.5% |
| 6M | -49.8% | +48.9% | -98.7% | -59.8% |
| YTD | +55.7% | -22.2% | +77.9% | +60.0% |
| 1Y | +44.5% | -5.2% | +49.7% | +34.9% |
| 3Y | -4.3% | -34.9% | +30.6% | -0.2% |
| All | -69.7% | -77.4% | +7.7% | -51.8% |
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