+61.0%
CAH vs EPAM
-29.8%
+90.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.7% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | +1.7% | +18.4% | -16.6% | +1.2% |
| 3M | +17.9% | +19.2% | -1.4% | +16.8% |
| 6M | +10.9% | -21.0% | +31.9% | +10.2% |
| YTD | +17.9% | -43.7% | +61.6% | +18.0% |
| All | +61.0% | -29.8% | +90.8% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling