+47.5%
FITB vs EPAM
-75.7%
+123.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.8% | +2.4% | +0.3% | +2.3% |
| 30D | +9.8% | +42.3% | -32.5% | +2.8% |
| 3M | -5.2% | +60.7% | -65.8% | -13.2% |
| 6M | +17.3% | +80.5% | -63.2% | +4.0% |
| YTD | +19.3% | -20.4% | +39.7% | +21.7% |
| 1Y | +32.7% | -9.6% | +42.3% | +32.1% |
| 3Y | +141.6% | -30.5% | +172.1% | +145.0% |
| All | +47.5% | -75.7% | +123.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling