+93.9%
FTV vs EPAM
+85.8%
+8.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -4.5% | +2.0% | -6.4% | -4.9% |
| 30D | -7.1% | +6.5% | -13.6% | -8.8% |
| 3M | -7.2% | +19.9% | -27.1% | -11.9% |
| 6M | -1.5% | -16.9% | +15.4% | +1.1% |
| YTD | +3.5% | -42.9% | +46.3% | +14.9% |
| 1Y | +20.3% | -30.4% | +50.7% | +27.1% |
| 3Y | -3.1% | -54.7% | +51.6% | +9.1% |
| 5Y | +2.3% | -81.8% | +84.2% | +33.4% |
| 10Y | +76.3% | +65.5% | +10.9% | +13.7% |
| All | +93.9% | +85.8% | +8.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling