-39.8%
FIS vs EPAM
-33.7%
-6.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -1.4% |
| 7D | -25.5% | +13.4% | -38.9% | -27.9% |
| 30D | -15.1% | +47.1% | -62.1% | -22.7% |
| 3M | -32.1% | +71.2% | -103.3% | -40.5% |
| 6M | -36.1% | +48.9% | -85.0% | -42.8% |
| YTD | -55.4% | -22.2% | -33.1% | -54.8% |
| 1Y | -53.9% | -5.2% | -48.7% | -54.8% |
| 3Y | -39.8% | -34.9% | -4.8% | -42.4% |
| All | -39.8% | -33.7% | -6.0% | -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