+65.0%
FCX vs EPAM
+1,105.1%
-1,040.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +20.6% | -28.1% | -12.2% |
| 7D | -12.5% | +23.0% | -35.5% | -17.4% |
| 30D | -20.0% | +51.6% | -71.6% | -28.4% |
| 3M | -16.4% | +50.8% | -67.2% | -25.6% |
| 6M | +0.8% | +51.1% | -50.3% | -11.7% |
| YTD | +15.1% | -19.1% | +34.2% | +16.4% |
| 1Y | +45.3% | +3.0% | +42.4% | +37.7% |
| 3Y | +70.9% | -31.2% | +102.1% | +73.1% |
| 5Y | +67.5% | -76.5% | +144.0% | +107.9% |
| 10Y | +483.0% | +168.4% | +314.6% | +247.9% |
| All | +65.0% | +1,105.1% | -1,040.0% | -27.7% |
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