+30.4%
CIEN vs EPAM
-7.6%
+38.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.6% | +2.6% |
| 7D | -9.3% | +18.8% | -28.1% | -2.2% |
| 30D | -39.5% | +44.9% | -84.5% | -31.2% |
| 3M | -29.8% | +68.6% | -98.4% | -16.9% |
| 6M | -50.4% | +65.4% | -115.8% | -39.4% |
| YTD | +16.3% | -19.9% | +36.2% | +37.3% |
| 1Y | +30.4% | -10.0% | +40.4% | +49.4% |
| All | +30.4% | -7.6% | +38.0% | +49.4% |
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