+194.1%
FTI vs EPAM
-33.7%
+227.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.4% |
| 7D | -7.6% | +13.4% | -21.0% | -8.6% |
| 30D | -7.1% | +47.1% | -54.2% | -10.5% |
| 3M | -8.7% | +71.2% | -79.9% | -13.4% |
| 6M | -14.0% | +48.9% | -62.9% | -17.4% |
| YTD | +42.8% | -22.2% | +65.1% | +49.1% |
| 1Y | +50.4% | -5.2% | +55.5% | +51.9% |
| 3Y | +194.1% | -34.9% | +229.1% | +206.4% |
| All | +194.1% | -33.7% | +227.8% | +206.4% |
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