-51.1%
FIS vs EPAM
-15.2%
-35.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.6% | -23.1% | -23.5% |
| 7D | -18.4% | +0.8% | -19.3% | -18.6% |
| 30D | -11.4% | +24.9% | -36.3% | -17.5% |
| 3M | -32.0% | +22.6% | -54.6% | -36.8% |
| 6M | -35.6% | +24.2% | -59.8% | -41.3% |
| YTD | -53.8% | -33.0% | -20.8% | -48.2% |
| 1Y | -51.1% | -13.3% | -37.8% | -47.0% |
| All | -51.1% | -15.2% | -35.9% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling