+863.2%
CDW vs EPAM
+333.3%
+529.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | +3.2% | +2.0% | +1.2% | +2.7% |
| 30D | +9.3% | +6.5% | +2.8% | +6.9% |
| 3M | +9.8% | +19.9% | -10.1% | +3.6% |
| 6M | +23.3% | -16.9% | +40.3% | +27.9% |
| YTD | +13.7% | -42.9% | +56.5% | +28.3% |
| 1Y | -6.5% | -30.4% | +23.9% | 0.0% |
| 3Y | -25.2% | -54.7% | +29.5% | -14.2% |
| 5Y | -19.5% | -81.8% | +62.3% | +7.4% |
| 10Y | +285.8% | +65.5% | +220.4% | +172.8% |
| All | +863.2% | +333.3% | +529.9% | +523.1% |
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