+85.8%
FCX vs EPAM
-31.2%
+117.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.7% |
| 7D | -2.4% | +18.8% | -21.2% | -4.3% |
| 30D | -18.0% | +44.9% | -62.9% | -21.8% |
| 3M | -14.3% | +68.6% | -82.9% | -20.3% |
| 6M | -1.7% | +65.4% | -67.1% | -9.0% |
| YTD | +19.8% | -19.9% | +39.7% | +27.7% |
| 1Y | +48.6% | -10.0% | +58.7% | +53.4% |
| 3Y | +85.8% | -30.3% | +116.1% | +73.1% |
| All | +85.8% | -31.2% | +117.0% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling