+211.6%
FTI vs EPAM
-30.1%
+241.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +4.3% | +2.4% | +1.9% | +4.1% |
| 30D | -4.7% | +42.3% | -47.0% | -7.8% |
| 3M | -13.5% | +60.7% | -74.2% | -17.4% |
| 6M | -8.7% | +80.5% | -89.2% | -14.5% |
| YTD | +49.0% | -20.4% | +69.4% | +55.4% |
| 1Y | +54.0% | -9.6% | +63.6% | +57.2% |
| 3Y | +211.6% | -30.5% | +242.1% | +224.4% |
| All | +211.6% | -30.1% | +241.7% | +224.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling