+141.1%
FITB vs EPAM
-30.2%
+171.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -0.6% | +18.5% | -19.1% | -3.7% |
| 30D | +7.0% | +44.0% | -37.0% | 0.0% |
| 3M | -4.8% | +63.0% | -67.8% | -13.2% |
| 6M | +13.5% | +67.3% | -53.7% | +1.8% |
| YTD | +19.1% | -20.5% | +39.6% | +23.9% |
| 1Y | +30.8% | -9.6% | +40.4% | +31.8% |
| All | +141.1% | -30.2% | +171.4% | +120.6% |
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