-0.5%
FISV vs EPAM
+65.2%
-65.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.7% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | -3.0% | +18.4% | -21.3% | -6.9% |
| 3M | -3.5% | +19.2% | -22.7% | -8.3% |
| 6M | -19.4% | -21.0% | +1.6% | -15.6% |
| YTD | -24.3% | -43.7% | +19.4% | -14.6% |
| 1Y | -62.4% | -29.9% | -32.5% | -59.8% |
| 3Y | -58.2% | -56.5% | -1.6% | -52.2% |
| 5Y | -56.5% | -81.7% | +25.1% | -42.1% |
| 10Y | -0.5% | +64.5% | -65.1% | -44.4% |
| All | -0.5% | +65.2% | -65.8% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling