+2,063.6%
FTNT vs EPAM
+65.2%
+1,998.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | -1.4% | +18.4% | -19.7% | -6.3% |
| 3M | +10.1% | +19.2% | -9.1% | +3.1% |
| 6M | +88.2% | -21.0% | +109.2% | +98.1% |
| YTD | +98.3% | -43.7% | +142.0% | +128.5% |
| 1Y | +96.0% | -29.9% | +125.8% | +109.6% |
| 3Y | +145.8% | -56.5% | +202.3% | +190.0% |
| 5Y | +154.6% | -81.7% | +236.3% | +278.0% |
| 10Y | +2,063.6% | +64.5% | +1,999.1% | +1,072.4% |
| All | +2,063.6% | +65.2% | +1,998.4% | +1,072.4% |
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 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