+297.5%
FTI vs EPAM
+65.2%
+232.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +12.3% | +18.4% | -6.0% | +8.9% |
| 3M | +13.8% | +19.2% | -5.5% | +9.2% |
| 6M | +24.3% | -21.0% | +45.2% | +28.1% |
| YTD | +75.8% | -43.7% | +119.5% | +91.6% |
| 1Y | +99.6% | -29.9% | +129.5% | +107.6% |
| 3Y | +278.4% | -56.5% | +335.0% | +317.2% |
| 5Y | +1,168.7% | -81.7% | +1,250.4% | +1,515.0% |
| 10Y | +297.5% | +64.5% | +233.0% | +124.3% |
| All | +297.5% | +65.2% | +232.3% | +124.3% |
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 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