+152.9%
FTNT vs EPAM
-30.1%
+183.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +7.1% | +2.4% | +4.6% | +6.7% |
| 30D | -30.9% | +42.3% | -73.2% | -35.2% |
| 3M | -23.1% | +60.7% | -83.8% | -29.6% |
| 6M | +8.1% | +80.5% | -72.4% | -3.8% |
| YTD | +60.2% | -20.4% | +80.6% | +66.1% |
| 1Y | +57.0% | -9.6% | +66.6% | +58.3% |
| 3Y | +152.9% | -30.5% | +183.4% | +156.0% |
| All | +152.9% | -30.1% | +183.0% | +156.0% |
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