+44.7%
FITB vs EPAM
-77.4%
+122.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.1% |
| 7D | -1.5% | +13.4% | -14.9% | -4.0% |
| 30D | +5.8% | +47.1% | -41.2% | -1.4% |
| 3M | -6.1% | +71.2% | -77.3% | -15.1% |
| 6M | +5.9% | +48.9% | -43.0% | -2.7% |
| YTD | +16.1% | -22.2% | +38.3% | +18.9% |
| 1Y | +28.8% | -5.2% | +34.0% | +27.1% |
| 3Y | +126.0% | -34.9% | +161.0% | +131.9% |
| All | +44.7% | -77.4% | +122.1% | +59.2% |
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