+120.3%
FOXA vs EPAM
-33.7%
+154.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -1.0% |
| 7D | +5.4% | +13.4% | -8.0% | +3.1% |
| 30D | +6.3% | +47.1% | -40.8% | -0.4% |
| 3M | +8.3% | +71.2% | -62.8% | -1.2% |
| 6M | +7.6% | +48.9% | -41.3% | -0.7% |
| YTD | -7.9% | -22.2% | +14.3% | -5.4% |
| 1Y | +2.4% | -5.2% | +7.5% | +1.8% |
| 3Y | +120.3% | -34.9% | +155.3% | +109.7% |
| All | +120.3% | -33.7% | +154.1% | +109.7% |
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 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