+46.4%
FBTC vs EPAM
-45.4%
+91.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -9.2% | +2.4% | -11.6% | -9.5% |
| 30D | -15.8% | +42.3% | -58.1% | -21.4% |
| 3M | +8.7% | +60.7% | -52.0% | -1.1% |
| 6M | -13.6% | +80.5% | -94.1% | -24.1% |
| YTD | -21.5% | -20.4% | -1.1% | -17.3% |
| 1Y | -29.9% | -9.6% | -20.3% | -28.5% |
| All | +46.4% | -45.4% | +91.8% | +52.5% |
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