+526.2%
FITB vs EPAM
+1,058.6%
-532.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.1% |
| 7D | -1.5% | +13.4% | -14.9% | -4.7% |
| 30D | +5.8% | +47.1% | -41.2% | -3.4% |
| 3M | -6.1% | +71.2% | -77.3% | -17.4% |
| 6M | +5.9% | +48.9% | -43.0% | -5.1% |
| YTD | +16.1% | -22.2% | +38.3% | +18.9% |
| 1Y | +28.8% | -5.2% | +34.0% | +26.0% |
| 3Y | +126.0% | -34.9% | +161.0% | +132.8% |
| 5Y | +45.3% | -77.4% | +122.7% | +75.0% |
| 10Y | +255.4% | +158.1% | +97.3% | +132.6% |
| All | +526.2% | +1,058.6% | -532.4% | +230.2% |
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 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