+174.5%
CIEN vs EPAM
-32.1%
+206.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.6% |
| 7D | -15.2% | +2.0% | -17.1% | -14.8% |
| 30D | -21.5% | +6.5% | -28.0% | -20.3% |
| 3M | -40.1% | +19.9% | -60.0% | -36.3% |
| 6M | -6.6% | -16.9% | +10.4% | -1.7% |
| YTD | +37.3% | -42.9% | +80.1% | +47.5% |
| 1Y | +174.5% | -30.4% | +204.9% | +180.9% |
| All | +174.5% | -32.1% | +206.7% | +180.9% |
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