+78.5%
FTV vs EPAM
+65.2%
+13.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -8.3% | +18.4% | -26.7% | -11.8% |
| 3M | -7.4% | +19.2% | -26.6% | -12.0% |
| 6M | -1.2% | -21.0% | +19.7% | +2.6% |
| YTD | +2.7% | -43.7% | +46.4% | +14.4% |
| 1Y | +18.4% | -29.9% | +48.3% | +24.9% |
| 3Y | -2.0% | -56.5% | +54.5% | +11.4% |
| 5Y | +3.4% | -81.7% | +85.1% | +34.4% |
| 10Y | +78.5% | +64.5% | +14.0% | +16.0% |
| All | +78.5% | +65.2% | +13.3% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling