+2,251.4%
FTNT vs EPAM
+1,058.6%
+1,192.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.0% |
| 7D | -12.7% | +13.4% | -26.0% | -16.5% |
| 30D | -37.2% | +47.1% | -84.3% | -44.3% |
| 3M | -25.8% | +71.2% | -96.9% | -37.2% |
| 6M | +32.1% | +48.9% | -16.8% | +14.4% |
| YTD | +49.7% | -22.2% | +71.9% | +54.1% |
| 1Y | +47.6% | -5.2% | +52.7% | +43.2% |
| 3Y | +137.2% | -34.9% | +172.2% | +144.6% |
| 5Y | +74.2% | -77.4% | +151.6% | +126.6% |
| 10Y | +1,824.2% | +158.1% | +1,666.1% | +1,033.9% |
| All | +2,251.4% | +1,058.6% | +1,192.8% | +940.6% |
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