-54.5%
FIS vs EPAM
+170.1%
-224.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -1.3% |
| 7D | -25.5% | +13.4% | -38.9% | -28.3% |
| 30D | -15.1% | +47.1% | -62.1% | -23.6% |
| 3M | -32.1% | +71.2% | -103.3% | -41.4% |
| 6M | -36.1% | +48.9% | -85.0% | -43.4% |
| YTD | -55.4% | -22.2% | -33.1% | -53.8% |
| 1Y | -53.9% | -5.2% | -48.7% | -54.6% |
| 3Y | -39.8% | -34.9% | -4.8% | -37.7% |
| 5Y | -71.1% | -77.4% | +6.3% | -62.6% |
| All | -54.5% | +170.1% | -224.6% | -76.5% |
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