+378.7%
CIEN vs EPAM
-75.8%
+454.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +27.4% | -1.1% | +28.5% | +27.5% |
| 30D | -26.6% | +41.8% | -68.4% | -30.6% |
| 3M | -32.0% | +63.4% | -95.3% | -37.3% |
| 6M | -49.1% | +72.2% | -121.3% | -54.2% |
| YTD | +25.7% | -20.0% | +45.7% | +29.8% |
| 1Y | +40.3% | -9.0% | +49.4% | +40.8% |
| 3Y | +566.2% | -30.4% | +596.6% | +583.8% |
| 5Y | +378.7% | -75.6% | +454.3% | +442.3% |
| All | +378.7% | -75.8% | +454.5% | +442.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling