+60.3%
FCX vs EPAM
-15.2%
+75.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -6.0% | +0.8% | -6.8% | -5.9% |
| 30D | -13.6% | +24.9% | -38.5% | -12.5% |
| 3M | -6.8% | +22.6% | -29.4% | -5.9% |
| 6M | +13.2% | +24.2% | -11.0% | +17.3% |
| YTD | +24.4% | -33.0% | +57.4% | +26.4% |
| 1Y | +60.3% | -13.3% | +73.6% | +44.9% |
| All | +60.3% | -15.2% | +75.5% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling