+119.4%
FHN vs EPAM
-33.7%
+153.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | +0.3% |
| 7D | -1.0% | +13.4% | -14.4% | -3.4% |
| 30D | +0.2% | +47.1% | -46.9% | -7.0% |
| 3M | -9.0% | +71.2% | -80.2% | -18.3% |
| 6M | -6.8% | +48.9% | -55.8% | -14.7% |
| YTD | -1.5% | -22.2% | +20.7% | +3.3% |
| 1Y | +10.9% | -5.2% | +16.1% | +10.2% |
| 3Y | +119.4% | -34.9% | +154.3% | +105.0% |
| All | +119.4% | -33.7% | +153.1% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling