+94.4%
FOXA vs EPAM
-2.9%
+97.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -0.9% |
| 7D | +5.4% | +13.4% | -8.0% | +2.9% |
| 30D | +6.3% | +47.1% | -40.8% | -0.4% |
| 3M | +8.3% | +71.2% | -62.8% | -1.1% |
| 6M | +7.6% | +48.9% | -41.3% | -0.5% |
| YTD | -7.9% | -22.2% | +14.3% | -6.2% |
| 1Y | +2.4% | -5.2% | +7.5% | +1.1% |
| 3Y | +120.3% | -34.9% | +155.3% | +124.3% |
| 5Y | +71.0% | -77.4% | +148.4% | +99.2% |
| All | +94.4% | -2.9% | +97.3% | +42.2% |
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