+29.0%
CIEN vs EPAM
-11.8%
+40.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.6% | +12.2% | +10.1% |
| 7D | -5.3% | +9.1% | -14.3% | -0.4% |
| 30D | -40.1% | +38.5% | -78.6% | -33.0% |
| 3M | -34.7% | +61.0% | -95.6% | -23.9% |
| 6M | -50.9% | +58.0% | -108.9% | -41.0% |
| YTD | +15.2% | -23.5% | +38.6% | +33.8% |
| All | +29.0% | -11.8% | +40.8% | +45.6% |
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