+838.0%
CAH vs EPAM
+1,040.5%
-202.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +7.8% | +9.1% | -1.2% | +6.5% |
| 30D | +15.5% | +38.5% | -23.0% | +10.9% |
| 3M | +16.3% | +61.0% | -44.7% | +9.7% |
| 6M | +50.0% | +58.0% | -8.0% | +40.9% |
| YTD | +34.7% | -23.5% | +58.2% | +36.8% |
| 1Y | +35.9% | -10.5% | +46.5% | +35.3% |
| 3Y | +178.5% | -33.8% | +212.3% | +180.6% |
| 5Y | +515.7% | -78.1% | +593.8% | +593.8% |
| 10Y | +421.5% | +157.7% | +263.8% | +267.5% |
| All | +838.0% | +1,040.5% | -202.6% | +524.7% |
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