+569.7%
CIEN vs EPAM
-54.6%
+624.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | -15.2% | +2.0% | -17.1% | -15.4% |
| 30D | -21.5% | +6.5% | -28.0% | -22.1% |
| 3M | -40.1% | +19.9% | -60.0% | -41.4% |
| 6M | -6.6% | -16.9% | +10.4% | -2.5% |
| YTD | +37.3% | -42.9% | +80.1% | +55.4% |
| 1Y | +174.5% | -30.4% | +204.9% | +191.8% |
| All | +569.7% | -54.6% | +624.3% | +636.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling