+6.4%
CMCSA vs EPAM
+168.6%
-162.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.2% |
| 7D | +4.6% | +18.8% | -14.2% | +1.3% |
| 30D | +19.8% | +44.9% | -25.2% | +12.3% |
| 3M | -0.3% | +68.6% | -68.8% | -8.9% |
| 6M | +0.3% | +65.4% | -65.1% | -8.8% |
| YTD | -6.9% | -19.9% | +13.0% | -5.7% |
| 1Y | +2.6% | -10.0% | +12.6% | +1.8% |
| 3Y | -29.0% | -30.3% | +1.2% | -28.7% |
| 5Y | -42.0% | -75.7% | +33.7% | -32.0% |
| 10Y | +6.4% | +167.2% | -160.8% | -32.3% |
| All | +6.4% | +168.6% | -162.2% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling