-38.4%
FIS vs EPAM
-31.1%
-7.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +20.6% | -21.9% | -5.8% |
| 7D | -21.2% | +23.0% | -44.2% | -25.1% |
| 30D | -12.1% | +51.6% | -63.6% | -20.5% |
| 3M | -30.6% | +50.8% | -81.4% | -37.5% |
| 6M | -35.5% | +51.1% | -86.6% | -42.5% |
| YTD | -54.4% | -19.1% | -35.2% | -54.2% |
| 1Y | -52.9% | +3.0% | -55.9% | -54.6% |
| All | -38.4% | -31.1% | -7.3% | -41.6% |
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