+57.9%
FHN vs EPAM
-77.4%
+135.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | -0.2% |
| 7D | -1.0% | +13.4% | -14.4% | -1.4% |
| 30D | +0.2% | +47.1% | -46.9% | -1.0% |
| 3M | -9.0% | +71.2% | -80.2% | -10.6% |
| 6M | -6.8% | +48.9% | -55.8% | -8.2% |
| YTD | -1.5% | -22.2% | +20.7% | -1.4% |
| 1Y | +10.9% | -5.2% | +16.1% | +10.6% |
| 3Y | +119.4% | -34.9% | +154.3% | +116.1% |
| All | +57.9% | -77.4% | +135.3% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling