+1,822.2%
CIEN vs EPAM
+751.2%
+1,071.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | -15.2% | +2.0% | -17.1% | -15.6% |
| 30D | -21.5% | +6.5% | -28.0% | -23.1% |
| 3M | -40.1% | +19.9% | -60.0% | -43.8% |
| 6M | -6.6% | -16.9% | +10.4% | -4.9% |
| YTD | +37.3% | -42.9% | +80.1% | +51.9% |
| 1Y | +174.5% | -30.4% | +204.9% | +186.6% |
| 3Y | +562.3% | -54.7% | +617.0% | +649.7% |
| 5Y | +463.9% | -81.8% | +545.8% | +641.2% |
| 10Y | +1,302.4% | +65.5% | +1,236.9% | +800.7% |
| All | +1,822.2% | +751.2% | +1,071.0% | +738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling