+129.1%
FHN vs EPAM
+66.7%
+62.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +1.2% | +2.0% | -0.8% | +0.9% |
| 30D | -4.7% | +6.5% | -11.2% | -5.7% |
| 3M | +3.5% | +19.9% | -16.4% | +0.5% |
| 6M | +7.8% | -16.9% | +24.8% | +9.5% |
| YTD | +5.9% | -42.9% | +48.8% | +12.4% |
| 1Y | +12.5% | -30.4% | +42.8% | +16.0% |
| 3Y | +117.2% | -54.7% | +171.9% | +131.7% |
| 5Y | +86.5% | -81.8% | +168.4% | +127.4% |
| All | +129.1% | +66.7% | +62.5% | +30.9% |
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