-27.0%
CGNX vs EPAM
-82.0%
+54.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | -4.5% | +6.0% | +2.3% |
| 30D | -1.8% | +14.6% | -16.4% | -4.4% |
| 3M | +5.3% | +23.1% | -17.8% | 0.0% |
| 6M | +22.3% | -19.5% | +41.8% | +26.2% |
| YTD | +72.2% | -44.1% | +116.3% | +90.2% |
| 1Y | +39.8% | -25.2% | +65.0% | +43.4% |
| 3Y | +44.8% | -56.8% | +101.7% | +63.4% |
| 5Y | -27.0% | -81.7% | +54.7% | -1.0% |
| All | -27.0% | -82.0% | +54.9% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling