+33.5%
CGNX vs EPAM
-15.2%
+48.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.8% |
| 7D | -9.2% | +0.8% | -10.0% | -8.9% |
| 30D | -17.6% | +24.9% | -42.5% | -13.5% |
| 3M | -25.7% | +22.6% | -48.3% | -21.9% |
| 6M | -5.5% | +24.2% | -29.7% | +1.7% |
| YTD | +48.1% | -33.0% | +81.1% | +42.3% |
| 1Y | +33.5% | -13.3% | +46.8% | +27.7% |
| All | +33.5% | -15.2% | +48.7% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling