+67.1%
FDX vs EPAM
-81.9%
+149.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| YTD | +39.6% | -42.9% | +82.5% | +49.7% |
| 1Y | +81.1% | -30.4% | +111.5% | +87.4% |
| 3Y | +63.0% | -54.7% | +117.8% | +75.3% |
| All | +67.1% | -81.9% | +149.0% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling