-14.2%
FSLY vs EPAM
-31.3%
+17.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.4% |
| 7D | -10.6% | +2.0% | -12.6% | -11.4% |
| 30D | -20.9% | +6.5% | -27.4% | -23.6% |
| 3M | +3.4% | +19.9% | -16.5% | -7.4% |
| 6M | +2.7% | -16.9% | +19.7% | +9.4% |
| YTD | +102.3% | -42.9% | +145.1% | +152.2% |
| 1Y | +182.1% | -30.4% | +212.4% | +215.7% |
| 3Y | -14.6% | -54.7% | +40.2% | +12.7% |
| 5Y | -55.9% | -81.8% | +25.9% | -12.1% |
| All | -14.2% | -31.3% | +17.1% | -36.0% |
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