+69.4%
FCX vs EPAM
+1,058.6%
-989.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.5% |
| 7D | -4.9% | +13.4% | -18.3% | -8.5% |
| 30D | -17.1% | +47.1% | -64.2% | -25.3% |
| 3M | -12.7% | +71.2% | -83.8% | -24.4% |
| 6M | -2.0% | +48.9% | -50.9% | -13.9% |
| YTD | +18.1% | -22.2% | +40.3% | +20.5% |
| 1Y | +55.2% | -5.2% | +60.3% | +50.1% |
| 3Y | +74.3% | -34.9% | +109.3% | +78.8% |
| 5Y | +71.9% | -77.4% | +149.3% | +115.1% |
| 10Y | +498.4% | +158.1% | +340.3% | +260.1% |
| All | +69.4% | +1,058.6% | -989.2% | -25.1% |
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