+413.1%
CAH vs EPAM
-81.9%
+495.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | +5.4% | +2.0% | +3.4% | +5.3% |
| 30D | +3.3% | +6.5% | -3.2% | +3.0% |
| 3M | +22.8% | +19.9% | +2.9% | +21.8% |
| 6M | +11.3% | -16.9% | +28.2% | +11.6% |
| YTD | +21.1% | -42.9% | +64.0% | +22.9% |
| 1Y | +67.2% | -30.4% | +97.6% | +68.4% |
| 3Y | +195.6% | -54.7% | +250.4% | +199.5% |
| All | +413.1% | -81.9% | +495.0% | +415.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling