-33.9%
FSLY vs EPAM
-6.5%
-27.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +6.9% | +4.7% |
| 7D | -31.4% | +13.4% | -44.8% | -38.4% |
| 30D | -37.3% | +47.1% | -84.4% | -50.8% |
| 3M | -30.1% | +71.2% | -101.3% | -49.4% |
| 6M | -49.8% | +48.9% | -98.7% | -61.8% |
| YTD | +55.7% | -22.2% | +77.9% | +58.2% |
| 1Y | +44.5% | -5.2% | +49.7% | +31.6% |
| 3Y | -4.3% | -34.9% | +30.6% | -0.6% |
| 5Y | -68.2% | -77.4% | +9.2% | -44.5% |
| All | -33.9% | -6.5% | -27.5% | -59.9% |
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