+65.5%
FDX vs EPAM
-33.7%
+99.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -2.3% |
| 7D | -1.6% | +13.4% | -15.0% | -3.4% |
| 30D | +6.6% | +47.1% | -40.5% | +0.8% |
| 3M | -2.1% | +71.2% | -73.2% | -9.5% |
| 6M | +2.2% | +48.9% | -46.8% | -4.1% |
| YTD | +33.9% | -22.2% | +56.2% | +39.5% |
| 1Y | +50.2% | -5.2% | +55.4% | +49.3% |
| 3Y | +65.5% | -34.9% | +100.5% | +60.7% |
| All | +65.5% | -33.7% | +99.3% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling