+18.0%
FTV vs EPAM
-75.7%
+93.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.9% | +2.4% | +1.5% | +3.5% |
| 30D | +18.7% | +42.3% | -23.7% | +11.2% |
| 3M | +10.0% | +60.7% | -50.6% | +0.7% |
| 6M | +14.6% | +80.5% | -65.9% | +1.6% |
| YTD | +23.4% | -20.4% | +43.8% | +26.2% |
| 1Y | +31.3% | -9.6% | +40.9% | +31.0% |
| 3Y | +39.8% | -30.5% | +70.3% | +41.8% |
| All | +18.0% | -75.7% | +93.7% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling