+10.2%
CMCSA vs EPAM
+65.2%
-55.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +3.8% | +18.4% | -14.5% | +0.9% |
| 3M | +12.3% | +19.2% | -6.9% | +8.4% |
| 6M | -15.4% | -21.0% | +5.6% | -13.0% |
| YTD | -2.5% | -43.7% | +41.2% | +5.2% |
| 1Y | -13.4% | -29.9% | +16.5% | -10.3% |
| 3Y | -30.4% | -56.5% | +26.2% | -24.0% |
| 5Y | -45.0% | -81.7% | +36.7% | -33.0% |
| 10Y | +10.2% | +64.5% | -54.3% | -26.8% |
| All | +10.2% | +65.2% | -55.0% | -26.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling