+3.2%
CMCSA vs EPAM
+158.4%
-155.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | +18.8% | +41.8% | -23.1% | +11.8% |
| 3M | -1.1% | +63.4% | -64.5% | -9.2% |
| 6M | +2.5% | +72.2% | -69.7% | -7.4% |
| YTD | -6.7% | -20.0% | +13.3% | -5.5% |
| 1Y | 0.0% | -9.0% | +9.0% | -1.0% |
| 3Y | -28.9% | -30.4% | +1.5% | -28.5% |
| 5Y | -41.1% | -75.6% | +34.5% | -31.0% |
| All | +3.2% | +158.4% | -155.2% | -33.8% |
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 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