+106.6%
FTV vs EPAM
+168.6%
-62.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | 0.0% |
| 7D | +1.4% | +18.8% | -17.4% | -3.0% |
| 30D | +18.3% | +44.9% | -26.7% | +8.2% |
| 3M | +9.8% | +68.6% | -58.8% | -3.2% |
| 6M | +12.3% | +65.4% | -53.1% | -2.0% |
| YTD | +23.1% | -19.9% | +43.0% | +25.7% |
| 1Y | +32.5% | -10.0% | +42.5% | +31.7% |
| 3Y | +38.3% | -30.3% | +68.6% | +40.4% |
| 5Y | +16.8% | -75.7% | +92.5% | +43.4% |
| 10Y | +106.6% | +167.2% | -60.6% | +17.5% |
| All | +106.6% | +168.6% | -62.1% | +17.5% |
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