+107.5%
FTV vs EPAM
+163.7%
-56.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | +0.4% | +9.1% | -8.7% | -2.1% |
| 30D | +17.2% | +38.5% | -21.3% | +8.3% |
| 3M | +8.9% | +61.0% | -52.1% | -3.1% |
| 6M | +11.3% | +58.0% | -46.8% | -1.9% |
| YTD | +21.9% | -23.5% | +45.4% | +25.8% |
| 1Y | +31.6% | -10.5% | +42.1% | +30.7% |
| 3Y | +38.1% | -33.8% | +71.9% | +41.7% |
| 5Y | +15.7% | -78.1% | +93.8% | +46.3% |
| 10Y | +107.5% | +157.7% | -50.3% | +18.6% |
| All | +107.5% | +163.7% | -56.2% | +18.6% |
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 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