+180.2%
FTI vs EPAM
+163.7%
+16.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -4.3% | +9.1% | -13.4% | -6.2% |
| 30D | -8.0% | +38.5% | -46.5% | -13.7% |
| 3M | -8.0% | +61.0% | -69.0% | -16.2% |
| 6M | -8.7% | +58.0% | -66.7% | -17.5% |
| YTD | +43.9% | -23.5% | +67.3% | +47.5% |
| 1Y | +49.8% | -10.5% | +60.3% | +48.9% |
| 3Y | +211.7% | -33.8% | +245.5% | +216.5% |
| 5Y | +781.6% | -78.1% | +859.7% | +1,023.6% |
| 10Y | +180.2% | +157.7% | +22.4% | +36.4% |
| All | +180.2% | +163.7% | +16.5% | +36.4% |
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 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