-9.3%
CDW vs EPAM
-77.4%
+68.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.1% |
| 7D | +2.1% | +13.4% | -11.3% | -1.1% |
| 30D | +14.7% | +47.1% | -32.3% | +5.1% |
| 3M | +11.1% | +71.2% | -60.1% | -1.3% |
| 6M | +45.6% | +48.9% | -3.3% | +31.9% |
| YTD | +17.1% | -22.2% | +39.3% | +19.6% |
| 1Y | +13.2% | -5.2% | +18.3% | +11.1% |
| 3Y | -22.2% | -34.9% | +12.8% | -20.7% |
| All | -9.3% | -77.4% | +68.2% | +9.9% |
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