+108.6%
FTV vs EPAM
+170.1%
-61.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.7% |
| 7D | +0.2% | +13.4% | -13.2% | -3.1% |
| 30D | +15.7% | +47.1% | -31.4% | +5.4% |
| 3M | +7.5% | +71.2% | -63.6% | -5.6% |
| 6M | +8.5% | +48.9% | -40.5% | -3.1% |
| YTD | +18.8% | -22.2% | +41.0% | +22.2% |
| 1Y | +28.5% | -5.2% | +33.7% | +26.0% |
| 3Y | +34.0% | -34.9% | +68.9% | +38.1% |
| 5Y | +12.6% | -77.4% | +90.0% | +41.1% |
| All | +108.6% | +170.1% | -61.5% | +18.8% |
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