+62.7%
FCX vs EPAM
-76.2%
+139.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | -0.8% | +18.5% | -19.3% | -3.4% |
| 30D | -15.1% | +44.0% | -59.1% | -19.7% |
| 3M | -9.6% | +63.0% | -72.6% | -16.4% |
| 6M | -3.1% | +67.3% | -70.3% | -11.6% |
| YTD | +23.4% | -20.5% | +44.0% | +26.4% |
| 1Y | +52.7% | -9.6% | +62.3% | +52.6% |
| 3Y | +91.4% | -30.8% | +122.2% | +94.2% |
| 5Y | +62.7% | -75.6% | +138.4% | +88.0% |
| All | +62.7% | -76.2% | +139.0% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling