+148.8%
FTNT vs EPAM
-81.9%
+230.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.4% |
| 7D | -5.8% | +2.0% | -7.8% | -6.2% |
| 30D | -4.8% | +6.5% | -11.3% | -6.3% |
| 3M | +4.4% | +19.9% | -15.5% | -0.2% |
| 6M | +88.8% | -16.9% | +105.7% | +93.9% |
| YTD | +96.8% | -42.9% | +139.7% | +116.7% |
| 1Y | +104.5% | -30.4% | +134.8% | +115.0% |
| 3Y | +156.8% | -54.7% | +211.5% | +186.1% |
| All | +148.8% | -81.9% | +230.7% | +260.5% |
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