+102.0%
FTI vs EPAM
-32.1%
+134.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | +5.3% | +2.0% | +3.3% | +5.3% |
| 30D | +15.3% | +6.5% | +8.8% | +15.5% |
| 3M | +15.8% | +19.9% | -4.2% | +16.8% |
| 6M | +22.6% | -16.9% | +39.5% | +24.7% |
| YTD | +79.5% | -42.9% | +122.4% | +84.5% |
| 1Y | +102.0% | -30.4% | +132.4% | +101.3% |
| All | +102.0% | -32.1% | +134.1% | +101.3% |
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