+69.2%
FTNT vs EPAM
-77.4%
+146.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.3% |
| 7D | -12.7% | +13.4% | -26.0% | -15.2% |
| 30D | -37.2% | +47.1% | -84.3% | -42.1% |
| 3M | -25.8% | +71.2% | -96.9% | -33.7% |
| 6M | +32.1% | +48.9% | -16.8% | +20.1% |
| YTD | +49.7% | -22.2% | +71.9% | +53.6% |
| 1Y | +47.6% | -5.2% | +52.7% | +45.3% |
| 3Y | +137.2% | -34.9% | +172.2% | +144.0% |
| All | +69.2% | -77.4% | +146.6% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling