+90.2%
FIS vs EPAM
+751.2%
-661.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +2.1% | +19.9% | -17.8% | -2.8% |
| 6M | -14.7% | -16.9% | +2.3% | -12.0% |
| YTD | -35.7% | -42.9% | +7.2% | -28.4% |
| 1Y | -37.1% | -30.4% | -6.7% | -33.1% |
| 3Y | -20.0% | -54.7% | +34.7% | -9.9% |
| 5Y | -62.1% | -81.8% | +19.7% | -52.0% |
| 10Y | -37.4% | +65.5% | -102.8% | -51.8% |
| All | +90.2% | +751.2% | -661.0% | +32.6% |
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