+18.4%
FTV vs EPAM
-32.1%
+50.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -8.3% | +18.4% | -26.7% | -10.0% |
| 3M | -7.4% | +19.2% | -26.6% | -9.6% |
| 6M | -1.2% | -21.0% | +19.7% | +3.5% |
| YTD | +2.7% | -43.7% | +46.4% | +14.2% |
| 1Y | +18.4% | -29.9% | +48.3% | +25.6% |
| All | +18.4% | -32.1% | +50.6% | +25.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling