+55.4%
FCX vs EPAM
-75.7%
+131.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | -14.7% | +42.3% | -57.1% | -19.3% |
| 3M | -11.2% | +60.7% | -71.8% | -17.6% |
| 6M | -11.4% | +80.5% | -91.9% | -20.1% |
| YTD | +17.7% | -20.4% | +38.1% | +20.5% |
| 1Y | +47.5% | -9.6% | +57.1% | +47.5% |
| 3Y | +83.9% | -30.5% | +114.4% | +86.5% |
| All | +55.4% | -75.7% | +131.1% | +79.0% |
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