+1,947.1%
FTNT vs EPAM
+158.4%
+1,788.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +5.7% | -1.1% | +6.9% | +6.0% |
| 30D | -32.1% | +41.8% | -73.9% | -39.4% |
| 3M | -19.5% | +63.4% | -82.8% | -31.3% |
| 6M | +13.8% | +72.2% | -58.4% | -6.0% |
| YTD | +63.1% | -20.0% | +83.2% | +67.3% |
| 1Y | +57.7% | -9.0% | +66.8% | +55.2% |
| 3Y | +154.9% | -30.4% | +185.3% | +158.1% |
| 5Y | +89.3% | -75.6% | +164.9% | +159.7% |
| All | +1,947.1% | +158.4% | +1,788.6% | +797.3% |
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