+53.0%
FDX vs EPAM
-8.3%
+61.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.2% | +2.4% | +2.8% | +5.2% |
| 30D | +11.3% | +42.3% | -31.0% | +11.0% |
| 3M | -4.1% | +60.7% | -64.8% | -4.4% |
| 6M | +9.6% | +80.5% | -70.9% | +9.8% |
| YTD | +40.9% | -20.4% | +61.3% | +38.1% |
| 1Y | +53.0% | -9.6% | +62.6% | +47.6% |
| All | +53.0% | -8.3% | +61.3% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling