+287.6%
FISV vs EPAM
+1,058.6%
-771.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.1% |
| 7D | +25.7% | +13.4% | +12.3% | +21.6% |
| 30D | +38.8% | +47.1% | -8.3% | +26.7% |
| 3M | +16.2% | +71.2% | -55.0% | +2.4% |
| 6M | +12.1% | +48.9% | -36.9% | +1.2% |
| YTD | -6.4% | -22.2% | +15.9% | -3.6% |
| 1Y | +2.0% | -5.2% | +7.2% | +0.9% |
| 3Y | -47.4% | -34.9% | -12.5% | -46.0% |
| 5Y | -37.3% | -77.4% | +40.1% | -24.9% |
| 10Y | +28.4% | +158.1% | -129.7% | -12.6% |
| All | +287.6% | +1,058.6% | -771.0% | +131.7% |
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