+1,096.6%
CIEN vs EPAM
+170.1%
+926.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.3% | +6.2% |
| 7D | -24.1% | +13.4% | -37.5% | -27.0% |
| 30D | -45.5% | +47.1% | -92.6% | -50.7% |
| 3M | -39.7% | +71.2% | -110.9% | -47.7% |
| 6M | -57.8% | +48.9% | -106.7% | -63.0% |
| YTD | +4.1% | -22.2% | +26.3% | +6.2% |
| 1Y | +20.8% | -5.2% | +26.0% | +16.4% |
| 3Y | +463.1% | -34.9% | +498.1% | +478.7% |
| 5Y | +302.3% | -77.4% | +379.7% | +423.6% |
| All | +1,096.6% | +170.1% | +926.5% | +416.7% |
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