-47.4%
FISV vs EPAM
-33.7%
-13.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.1% |
| 7D | +25.7% | +13.4% | +12.3% | +21.5% |
| 30D | +38.8% | +47.1% | -8.3% | +26.1% |
| 3M | +16.2% | +71.2% | -55.0% | +1.8% |
| 6M | +12.1% | +48.9% | -36.9% | +0.2% |
| YTD | -6.4% | -22.2% | +15.9% | -6.1% |
| 1Y | +2.0% | -5.2% | +7.2% | -0.5% |
| 3Y | -47.4% | -34.9% | -12.5% | -48.3% |
| All | -47.4% | -33.7% | -13.7% | -48.3% |
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