+290.3%
FISV vs EPAM
+1,093.7%
-803.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -1.3% |
| 7D | +8.4% | +18.8% | -10.4% | +3.9% |
| 30D | +38.8% | +44.9% | -6.2% | +27.0% |
| 3M | +21.3% | +68.6% | -47.3% | +7.3% |
| 6M | +14.1% | +65.4% | -51.3% | +0.7% |
| YTD | -5.7% | -19.9% | +14.2% | -3.6% |
| 1Y | -0.8% | -10.0% | +9.3% | -0.9% |
| 3Y | -47.9% | -30.3% | -17.6% | -47.2% |
| 5Y | -36.8% | -75.7% | +38.8% | -25.6% |
| 10Y | +26.9% | +167.2% | -140.3% | -14.3% |
| All | +290.3% | +1,093.7% | -803.4% | +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