+402.7%
FDX vs EPAM
+1,105.1%
-702.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +20.6% | -24.5% | -7.9% |
| 7D | +2.9% | +23.0% | -20.1% | -1.9% |
| 30D | +9.6% | +51.6% | -42.0% | 0.0% |
| 3M | +2.4% | +50.8% | -48.5% | -7.1% |
| 6M | +9.2% | +51.1% | -41.9% | -1.8% |
| YTD | +37.7% | -19.1% | +56.8% | +39.6% |
| 1Y | +56.1% | +3.0% | +53.1% | +49.7% |
| 3Y | +68.9% | -31.2% | +100.1% | +71.0% |
| 5Y | +79.0% | -76.5% | +155.5% | +112.6% |
| 10Y | +163.9% | +168.4% | -4.5% | +77.1% |
| All | +402.7% | +1,105.1% | -702.4% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling