+180.4%
FTI vs EPAM
+156.9%
+23.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +1.4% | +18.5% | -17.2% | -2.0% |
| 30D | -6.3% | +44.0% | -50.3% | -12.6% |
| 3M | -13.1% | +63.0% | -76.1% | -21.0% |
| 6M | -8.0% | +67.3% | -75.2% | -17.7% |
| YTD | +47.1% | -20.5% | +67.6% | +49.8% |
| 1Y | +50.7% | -9.6% | +60.3% | +49.6% |
| 3Y | +209.0% | -30.8% | +239.8% | +211.3% |
| 5Y | +847.0% | -75.6% | +922.6% | +1,065.0% |
| All | +180.4% | +156.9% | +23.5% | +32.1% |
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 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