+39.7%
FTV vs EPAM
-29.8%
+69.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +3.7% | -1.1% | +4.8% | +3.9% |
| 30D | +16.8% | +41.8% | -25.0% | +9.8% |
| 3M | +10.4% | +63.4% | -53.0% | +0.9% |
| 6M | +12.8% | +72.2% | -59.4% | +0.9% |
| YTD | +23.3% | -20.0% | +43.3% | +29.0% |
| 1Y | +31.0% | -9.0% | +40.0% | +32.9% |
| All | +39.7% | -29.8% | +69.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling