+226.7%
FISV vs EPAM
+751.2%
-524.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.8% |
| 30D | -2.1% | +6.5% | -8.6% | -3.8% |
| 3M | -5.7% | +19.9% | -25.7% | -10.0% |
| 6M | -15.3% | -16.9% | +1.6% | -12.7% |
| YTD | -21.1% | -42.9% | +21.8% | -12.4% |
| 1Y | -61.1% | -30.4% | -30.7% | -58.6% |
| 3Y | -56.8% | -54.7% | -2.1% | -51.7% |
| 5Y | -54.2% | -81.8% | +27.6% | -42.4% |
| 10Y | +1.6% | +65.5% | -63.9% | -24.0% |
| All | +226.7% | +751.2% | -524.5% | +110.5% |
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