-20.7%
FBTC vs EPAM
-15.2%
-5.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | -6.6% | +24.9% | -31.6% | -9.4% |
| 3M | +24.5% | +22.6% | +2.0% | +20.6% |
| 6M | -0.2% | +24.2% | -24.4% | -2.8% |
| YTD | -8.7% | -33.0% | +24.3% | +2.7% |
| 1Y | -20.7% | -13.3% | -7.4% | -24.7% |
| All | -20.7% | -15.2% | -5.5% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling