+3,092.6%
FTAI vs EPAM
+63.0%
+3,029.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | -13.6% | +17.8% | -31.4% | -16.6% |
| 3M | -20.6% | +19.9% | -40.5% | -24.6% |
| 6M | -32.6% | -21.6% | -11.0% | -30.0% |
| YTD | -5.4% | -44.0% | +38.7% | +4.7% |
| 1Y | +12.9% | -30.5% | +43.4% | +18.0% |
| 3Y | +428.1% | -56.8% | +484.9% | +492.1% |
| 5Y | +863.0% | -81.7% | +944.7% | +1,121.6% |
| 10Y | +3,092.6% | +68.4% | +3,024.2% | +2,744.5% |
| All | +3,092.6% | +63.0% | +3,029.5% | +2,744.5% |
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