+65.8%
FDX vs EPAM
-54.6%
+120.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -2.5% | +2.0% | -4.5% | -2.8% |
| 30D | +3.8% | +6.5% | -2.7% | +2.5% |
| 3M | -1.3% | +19.9% | -21.2% | -4.6% |
| 6M | +5.0% | -16.9% | +22.0% | +7.9% |
| YTD | +39.6% | -42.9% | +82.5% | +52.5% |
| 1Y | +81.1% | -30.4% | +111.5% | +88.2% |
| All | +65.8% | -54.6% | +120.4% | +73.5% |
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