+2,323.2%
FTNT vs EPAM
+1,040.5%
+1,282.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.5% |
| 7D | -3.0% | +9.1% | -12.0% | -6.2% |
| 30D | -37.1% | +38.5% | -75.6% | -43.3% |
| 3M | -23.3% | +61.0% | -84.2% | -33.9% |
| 6M | +7.4% | +58.0% | -50.7% | -8.4% |
| YTD | +54.2% | -23.5% | +77.7% | +59.5% |
| 1Y | +49.7% | -10.5% | +60.3% | +47.7% |
| 3Y | +146.6% | -33.8% | +180.4% | +152.8% |
| 5Y | +75.4% | -78.1% | +153.6% | +130.6% |
| 10Y | +1,828.7% | +157.7% | +1,670.9% | +1,037.3% |
| All | +2,323.2% | +1,040.5% | +1,282.7% | +976.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling