+116.7%
FTI vs EPAM
+751.2%
-634.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +5.3% | +2.0% | +3.3% | +4.9% |
| 30D | +15.3% | +6.5% | +8.8% | +13.7% |
| 3M | +15.8% | +19.9% | -4.2% | +11.2% |
| 6M | +22.6% | -16.9% | +39.5% | +24.9% |
| YTD | +79.5% | -42.9% | +122.4% | +93.9% |
| 1Y | +102.0% | -30.4% | +132.4% | +109.7% |
| 3Y | +315.8% | -54.7% | +370.6% | +352.3% |
| 5Y | +1,129.5% | -81.8% | +1,211.3% | +1,390.0% |
| 10Y | +320.9% | +65.5% | +255.5% | +199.4% |
| All | +116.7% | +751.2% | -634.5% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling