+409.8%
FDX vs EPAM
+751.2%
-341.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | -2.5% | +2.0% | -4.5% | -2.9% |
| 30D | +3.8% | +6.5% | -2.7% | +1.9% |
| 3M | -1.3% | +19.9% | -21.2% | -6.0% |
| 6M | +5.0% | -16.9% | +22.0% | +7.5% |
| YTD | +39.6% | -42.9% | +82.5% | +53.1% |
| 1Y | +81.1% | -30.4% | +111.5% | +89.4% |
| 3Y | +63.0% | -54.7% | +117.8% | +81.1% |
| 5Y | +65.6% | -81.8% | +147.4% | +107.1% |
| 10Y | +183.4% | +65.5% | +117.9% | +109.8% |
| All | +409.8% | +751.2% | -341.4% | +197.0% |
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