-52.4%
FIS vs EPAM
+157.4%
-209.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +2.8% | +2.4% | +0.4% | +2.1% |
| 30D | -16.7% | +42.3% | -59.0% | -24.5% |
| 3M | -32.3% | +60.7% | -92.9% | -40.6% |
| 6M | -29.1% | +80.5% | -109.6% | -40.2% |
| YTD | -54.1% | -20.4% | -33.8% | -52.8% |
| 1Y | -53.7% | -9.6% | -44.1% | -53.9% |
| 3Y | -38.8% | -30.5% | -8.4% | -37.9% |
| 5Y | -71.1% | -75.7% | +4.6% | -63.5% |
| All | -52.4% | +157.4% | -209.8% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling