+22.9%
FISV vs EPAM
+158.4%
-135.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -2.0% | -1.1% | -0.8% | -1.8% |
| 30D | +31.8% | +41.8% | -10.0% | +20.1% |
| 3M | +19.3% | +63.4% | -44.1% | +4.8% |
| 6M | +12.1% | +72.2% | -60.1% | -3.5% |
| YTD | -8.4% | -20.0% | +11.6% | -6.1% |
| 1Y | -4.5% | -9.0% | +4.6% | -4.9% |
| 3Y | -49.4% | -30.4% | -19.0% | -48.8% |
| 5Y | -39.0% | -75.6% | +36.6% | -23.5% |
| All | +22.9% | +158.4% | -135.6% | -39.4% |
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