+539.8%
FITB vs EPAM
+1,093.7%
-553.9%
-64.1%
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 | +0.5% | +18.8% | -18.3% | -3.8% |
| 30D | +7.0% | +44.9% | -37.9% | -2.0% |
| 3M | -4.4% | +68.6% | -72.9% | -15.6% |
| 6M | +11.6% | +65.4% | -53.9% | -2.4% |
| YTD | +18.6% | -19.9% | +38.5% | +20.7% |
| 1Y | +29.8% | -10.0% | +39.8% | +28.6% |
| 3Y | +140.7% | -30.3% | +171.0% | +144.1% |
| 5Y | +48.6% | -75.7% | +124.3% | +75.8% |
| 10Y | +224.4% | +167.2% | +57.2% | +110.8% |
| All | +539.8% | +1,093.7% | -553.9% | +235.1% |
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