+2.6%
CMCSA vs EPAM
-7.6%
+10.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.5% |
| 7D | +4.6% | +18.8% | -14.2% | +2.5% |
| 30D | +19.8% | +44.9% | -25.2% | +14.8% |
| 3M | -0.3% | +68.6% | -68.8% | -5.8% |
| 6M | +0.3% | +65.4% | -65.1% | -5.8% |
| YTD | -6.9% | -19.9% | +13.0% | -12.3% |
| 1Y | +2.6% | -10.0% | +12.6% | -8.5% |
| All | +2.6% | -7.6% | +10.2% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling