+179.0%
CAH vs EPAM
-33.7%
+212.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.3% | +1.6% |
| 7D | +8.5% | +13.4% | -4.9% | +7.8% |
| 30D | +17.0% | +47.1% | -30.0% | +15.0% |
| 3M | +14.6% | +71.2% | -56.6% | +12.0% |
| 6M | +42.5% | +48.9% | -6.4% | +39.5% |
| YTD | +33.5% | -22.2% | +55.7% | +33.1% |
| 1Y | +38.5% | -5.2% | +43.7% | +37.1% |
| 3Y | +179.0% | -34.9% | +213.9% | +186.3% |
| All | +179.0% | -33.7% | +212.7% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling