+52.7%
FCX vs EPAM
-10.0%
+62.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +2.9% |
| 7D | -0.8% | +18.5% | -19.3% | +1.5% |
| 30D | -15.1% | +44.0% | -59.1% | -12.1% |
| 3M | -9.6% | +63.0% | -72.6% | -5.9% |
| 6M | -3.1% | +67.3% | -70.3% | +2.6% |
| YTD | +23.4% | -20.5% | +44.0% | +27.0% |
| 1Y | +52.7% | -9.6% | +62.3% | +34.5% |
| All | +52.7% | -10.0% | +62.7% | +34.5% |
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