+97.5%
FOXA vs EPAM
-4.5%
+101.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.8% |
| 7D | +7.9% | +9.1% | -1.2% | +6.0% |
| 30D | +8.5% | +38.5% | -30.0% | +2.6% |
| 3M | +6.2% | +61.0% | -54.8% | -2.2% |
| 6M | +8.0% | +58.0% | -50.0% | -1.0% |
| YTD | -6.5% | -23.5% | +17.0% | -4.5% |
| 1Y | +3.6% | -10.5% | +14.1% | +3.2% |
| 3Y | +136.0% | -33.8% | +169.9% | +139.6% |
| 5Y | +77.7% | -78.1% | +155.8% | +108.5% |
| All | +97.5% | -4.5% | +101.9% | +44.8% |
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