-52.0%
FIS vs EPAM
+165.6%
-217.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.9% |
| 7D | +1.5% | +18.5% | -17.0% | -3.5% |
| 30D | -11.8% | +44.0% | -55.9% | -20.3% |
| 3M | -28.5% | +63.0% | -91.5% | -37.6% |
| 6M | -27.0% | +67.3% | -94.3% | -37.3% |
| YTD | -53.1% | -20.5% | -32.6% | -51.7% |
| 1Y | -52.8% | -9.6% | -43.1% | -52.9% |
| 3Y | -37.5% | -30.8% | -6.7% | -36.4% |
| 5Y | -71.1% | -75.6% | +4.6% | -63.5% |
| 10Y | -52.0% | +159.6% | -211.6% | -75.3% |
| All | -52.0% | +165.6% | -217.6% | -75.3% |
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