-40.6%
FIS vs EPAM
-36.8%
-3.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -29.4% | +9.1% | -38.5% | -31.1% |
| 30D | -16.7% | +38.5% | -55.2% | -23.1% |
| 3M | -33.0% | +61.0% | -93.9% | -40.3% |
| 6M | -33.3% | +58.0% | -91.4% | -41.0% |
| YTD | -56.0% | -23.5% | -32.5% | -55.3% |
| 1Y | -54.6% | -10.5% | -44.0% | -55.1% |
| 3Y | -40.6% | -33.8% | -6.8% | -42.4% |
| All | -40.6% | -36.8% | -3.9% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling