-18.5%
FIS vs EPAM
-54.6%
+36.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.4% |
| 7D | +1.1% | +2.0% | -0.9% | +0.6% |
| 30D | -2.2% | +6.5% | -8.7% | -4.2% |
| 3M | +2.1% | +19.9% | -17.8% | -3.3% |
| 6M | -14.7% | -16.9% | +2.3% | -12.6% |
| YTD | -35.7% | -42.9% | +7.2% | -29.2% |
| 1Y | -37.1% | -30.4% | -6.7% | -33.3% |
| All | -18.5% | -54.6% | +36.1% | -14.3% |
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 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