+43.8%
CGNX vs EPAM
-24.0%
+67.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +4.5% |
| 7D | +3.2% | +0.7% | +2.4% | +3.2% |
| 30D | +6.0% | +17.6% | -11.6% | +8.4% |
| 3M | +3.5% | +27.1% | -23.6% | +9.0% |
| 6M | +26.3% | -17.0% | +43.2% | +28.1% |
| YTD | +79.2% | -42.4% | +121.7% | +83.0% |
| 1Y | +43.8% | -25.3% | +69.1% | +20.5% |
| All | +43.8% | -24.0% | +67.8% | +20.5% |
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