+90.3%
FOXA vs EPAM
-29.7%
+120.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +2.3% | +18.4% | -16.0% | -0.5% |
| 3M | -2.8% | +19.2% | -22.1% | -6.3% |
| 6M | +9.6% | -21.0% | +30.5% | +12.5% |
| YTD | -9.9% | -43.7% | +33.8% | -2.8% |
| 1Y | +5.4% | -29.9% | +35.3% | +9.6% |
| 3Y | +115.3% | -56.5% | +171.8% | +134.4% |
| 5Y | +93.1% | -81.7% | +174.7% | +130.5% |
| All | +90.3% | -29.7% | +120.0% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling