+106.9%
FCX vs EPAM
+751.2%
-644.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | -4.9% | +2.0% | -6.8% | -5.3% |
| 30D | +4.8% | +6.5% | -1.7% | +2.8% |
| 3M | +4.6% | +19.9% | -15.3% | -1.3% |
| 6M | +10.8% | -16.9% | +27.8% | +13.8% |
| YTD | +44.2% | -42.9% | +87.1% | +60.7% |
| 1Y | +59.6% | -30.4% | +89.9% | +68.0% |
| 3Y | +82.2% | -54.7% | +137.0% | +107.0% |
| 5Y | +115.6% | -81.8% | +197.4% | +184.4% |
| 10Y | +670.6% | +65.5% | +605.1% | +420.9% |
| All | +106.9% | +751.2% | -644.3% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling