+35.0%
FIS vs EPAM
+1,105.1%
-1,070.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +20.6% | -21.9% | -5.9% |
| 7D | -21.2% | +23.0% | -44.2% | -25.2% |
| 30D | -12.1% | +51.6% | -63.6% | -20.4% |
| 3M | -30.6% | +50.8% | -81.4% | -37.5% |
| 6M | -35.5% | +51.1% | -86.6% | -42.2% |
| YTD | -54.4% | -19.1% | -35.2% | -53.3% |
| 1Y | -52.9% | +3.0% | -55.9% | -54.3% |
| 3Y | -38.7% | -31.2% | -7.5% | -37.5% |
| 5Y | -70.4% | -76.5% | +6.1% | -64.7% |
| 10Y | -52.8% | +168.4% | -221.2% | -67.2% |
| All | +35.0% | +1,105.1% | -1,070.1% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling