-18.9%
CDW vs EPAM
-81.9%
+63.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | +3.2% | +2.0% | +1.2% | +2.8% |
| 30D | +9.3% | +6.5% | +2.8% | +7.4% |
| 3M | +9.8% | +19.9% | -10.1% | +4.9% |
| 6M | +23.3% | -16.9% | +40.3% | +26.8% |
| YTD | +13.7% | -42.9% | +56.5% | +24.8% |
| 1Y | -6.5% | -30.4% | +23.9% | -1.5% |
| 3Y | -25.2% | -54.7% | +29.5% | -17.4% |
| All | -18.9% | -81.9% | +63.0% | -2.6% |
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