+36.4%
FTV vs EPAM
-15.2%
+51.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +6.6% | +0.8% | +5.8% | +6.5% |
| 30D | +19.1% | +24.9% | -5.8% | +16.5% |
| 3M | +13.1% | +22.6% | -9.5% | +10.6% |
| 6M | +14.0% | +24.2% | -10.2% | +11.6% |
| YTD | +24.2% | -33.0% | +57.1% | +35.4% |
| 1Y | +36.4% | -13.3% | +49.7% | +43.2% |
| All | +36.4% | -15.2% | +51.6% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling