+84.0%
FHN vs EPAM
+165.6%
-81.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.9% | +18.5% | -19.4% | -3.3% |
| 30D | +2.0% | +44.0% | -42.0% | -2.9% |
| 3M | -6.8% | +63.0% | -69.8% | -12.9% |
| 6M | -0.8% | +67.3% | -68.0% | -8.2% |
| YTD | +0.6% | -20.5% | +21.1% | +1.9% |
| 1Y | +11.5% | -9.6% | +21.2% | +11.0% |
| 3Y | +130.0% | -30.8% | +160.8% | +131.9% |
| 5Y | +60.8% | -75.6% | +136.4% | +91.1% |
| 10Y | +84.0% | +159.6% | -75.6% | -1.9% |
| All | +84.0% | +165.6% | -81.6% | -1.9% |
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 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