+89.0%
CGNX vs EPAM
+157.4%
-68.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +4.7% | +2.4% | +2.3% | +3.9% |
| 30D | -12.7% | +42.3% | -55.0% | -22.5% |
| 3M | -18.7% | +60.7% | -79.3% | -31.0% |
| 6M | -21.2% | +80.5% | -101.7% | -37.1% |
| YTD | +39.6% | -20.4% | +60.0% | +41.7% |
| 1Y | +35.6% | -9.6% | +45.1% | +31.2% |
| 3Y | +44.7% | -30.5% | +75.2% | +46.1% |
| 5Y | -37.8% | -75.7% | +37.9% | -13.0% |
| All | +89.0% | +157.4% | -68.4% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling