+21.6%
FTAI vs EPAM
-9.3%
+30.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.7% | -9.9% | -4.4% |
| 7D | -6.1% | +18.8% | -24.9% | -2.9% |
| 30D | +10.9% | +44.9% | -34.1% | +16.9% |
| 3M | -12.1% | +68.6% | -80.7% | -5.9% |
| 6M | -30.0% | +65.4% | -95.4% | -23.5% |
| YTD | -3.7% | -19.9% | +16.2% | +1.1% |
| All | +21.6% | -9.3% | +30.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling