+81.4%
FHN vs EPAM
+157.4%
-75.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.1% | +2.4% | -0.3% | +1.8% |
| 30D | +3.8% | +42.3% | -38.5% | -1.1% |
| 3M | -8.9% | +60.7% | -69.6% | -14.8% |
| 6M | +1.8% | +80.5% | -78.7% | -6.8% |
| YTD | +0.6% | -20.4% | +21.0% | +1.8% |
| 1Y | +12.9% | -9.6% | +22.5% | +12.4% |
| 3Y | +126.4% | -30.5% | +156.9% | +128.2% |
| 5Y | +62.3% | -75.7% | +138.0% | +93.2% |
| All | +81.4% | +157.4% | -75.9% | -3.9% |
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