+149.2%
FDX vs EPAM
+170.1%
-20.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -1.9% |
| 7D | -1.6% | +13.4% | -15.0% | -4.9% |
| 30D | +6.6% | +47.1% | -40.5% | -2.8% |
| 3M | -2.1% | +71.2% | -73.2% | -14.0% |
| 6M | +2.2% | +48.9% | -46.8% | -8.7% |
| YTD | +33.9% | -22.2% | +56.2% | +37.4% |
| 1Y | +50.2% | -5.2% | +55.4% | +46.4% |
| 3Y | +65.5% | -34.9% | +100.5% | +69.9% |
| 5Y | +74.1% | -77.4% | +151.5% | +123.3% |
| All | +149.2% | +170.1% | -20.9% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling