+89.5%
FOXA vs EPAM
-81.9%
+171.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.1% |
| 7D | -4.0% | +2.0% | -5.9% | -4.2% |
| 30D | +12.0% | +6.5% | +5.5% | +10.7% |
| 3M | +0.3% | +19.9% | -19.7% | -2.7% |
| 6M | +12.5% | -16.9% | +29.4% | +14.1% |
| YTD | -9.6% | -42.9% | +33.2% | -4.2% |
| 1Y | +8.6% | -30.4% | +39.0% | +12.2% |
| 3Y | +118.5% | -54.7% | +173.3% | +131.8% |
| All | +89.5% | -81.9% | +171.4% | +104.1% |
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