+46.4%
CGNX vs EPAM
-57.0%
+103.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | +3.2% | -2.2% | +5.4% | +3.5% |
| 30D | -3.7% | +17.8% | -21.5% | -6.0% |
| 3M | +1.0% | +19.9% | -18.9% | -2.0% |
| 6M | +22.1% | -21.6% | +43.7% | +28.5% |
| YTD | +72.7% | -44.0% | +116.7% | +95.1% |
| 1Y | +40.4% | -30.5% | +70.9% | +46.6% |
| All | +46.4% | -57.0% | +103.4% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling