+1,146.8%
CIEN vs EPAM
+157.4%
+989.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +15.3% | +2.4% | +12.9% | +14.7% |
| 30D | -22.0% | +42.3% | -64.3% | -28.8% |
| 3M | -36.6% | +60.7% | -97.3% | -44.2% |
| 6M | -51.5% | +80.5% | -132.0% | -59.4% |
| YTD | +20.0% | -20.4% | +40.3% | +21.7% |
| 1Y | +44.5% | -9.6% | +54.0% | +41.4% |
| 3Y | +539.0% | -30.5% | +569.5% | +545.6% |
| 5Y | +356.8% | -75.7% | +432.5% | +480.1% |
| All | +1,146.8% | +157.4% | +989.5% | +430.7% |
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