+302.3%
CAH vs EPAM
+63.0%
+239.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.2% | -2.2% | -0.1% | -2.0% |
| 30D | +1.2% | +17.8% | -16.6% | -0.8% |
| 3M | +13.1% | +19.9% | -6.8% | +10.1% |
| 6M | +8.5% | -21.6% | +30.1% | +10.7% |
| YTD | +17.6% | -44.0% | +61.6% | +24.3% |
| 1Y | +60.7% | -30.5% | +91.2% | +64.9% |
| 3Y | +183.2% | -56.8% | +239.9% | +201.3% |
| 5Y | +402.2% | -81.7% | +483.9% | +491.2% |
| 10Y | +302.3% | +68.4% | +233.9% | +124.9% |
| All | +302.3% | +63.0% | +239.3% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling