+947.3%
FTAI vs EPAM
-81.7%
+1,029.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +3.9% | -0.9% | +4.8% | +4.1% |
| 30D | -8.8% | +18.4% | -27.2% | -11.8% |
| 3M | -14.5% | +19.2% | -33.7% | -18.3% |
| 6M | -24.0% | -21.0% | -3.1% | -21.2% |
| YTD | +0.5% | -43.7% | +44.2% | +10.9% |
| 1Y | +19.1% | -29.9% | +49.0% | +24.3% |
| 3Y | +460.7% | -56.5% | +517.3% | +524.7% |
| 5Y | +947.3% | -81.7% | +1,029.0% | +1,236.1% |
| All | +947.3% | -81.7% | +1,029.0% | +1,236.1% |
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