+48.6%
FCX vs EPAM
-7.6%
+56.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -2.7% |
| 7D | -2.4% | +18.8% | -21.2% | 0.0% |
| 30D | -18.0% | +44.9% | -62.9% | -15.0% |
| 3M | -14.3% | +68.6% | -82.9% | -10.6% |
| 6M | -1.7% | +65.4% | -67.1% | +4.1% |
| YTD | +19.8% | -19.9% | +39.7% | +23.5% |
| 1Y | +48.6% | -10.0% | +58.7% | +36.7% |
| All | +48.6% | -7.6% | +56.3% | +36.7% |
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