+2,992.4%
FTNT vs EPAM
+751.2%
+2,241.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.6% |
| 7D | -5.8% | +2.0% | -7.8% | -6.4% |
| 30D | -4.8% | +6.5% | -11.3% | -6.9% |
| 3M | +4.4% | +19.9% | -15.5% | -2.1% |
| 6M | +88.8% | -16.9% | +105.7% | +95.3% |
| YTD | +96.8% | -42.9% | +139.7% | +124.1% |
| 1Y | +104.5% | -30.4% | +134.8% | +118.4% |
| 3Y | +156.8% | -54.7% | +211.5% | +196.6% |
| 5Y | +144.1% | -81.8% | +225.9% | +239.1% |
| 10Y | +2,021.8% | +65.5% | +1,956.3% | +1,327.2% |
| All | +2,992.4% | +751.2% | +2,241.2% | +1,412.8% |
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