+107.8%
FHN vs EPAM
+170.1%
-62.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | +0.1% |
| 7D | -1.0% | +13.4% | -14.4% | -2.8% |
| 30D | +0.2% | +47.1% | -46.9% | -4.9% |
| 3M | -9.0% | +71.2% | -80.2% | -15.5% |
| 6M | -6.8% | +48.9% | -55.8% | -12.5% |
| YTD | -1.5% | -22.2% | +20.7% | 0.0% |
| 1Y | +10.9% | -5.2% | +16.1% | +9.6% |
| 3Y | +119.4% | -34.9% | +154.3% | +122.8% |
| 5Y | +57.5% | -77.4% | +134.9% | +91.5% |
| All | +107.8% | +170.1% | -62.3% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling