-31.0%
CMCSA vs EPAM
-33.7%
+2.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -1.7% |
| 7D | +5.0% | +13.4% | -8.3% | +3.0% |
| 30D | +16.5% | +47.1% | -30.6% | +10.2% |
| 3M | -1.6% | +71.2% | -72.8% | -8.8% |
| 6M | -5.0% | +48.9% | -54.0% | -11.0% |
| YTD | -8.3% | -22.2% | +14.0% | -7.4% |
| 1Y | +0.4% | -5.2% | +5.6% | -1.9% |
| 3Y | -31.0% | -34.9% | +4.0% | -35.2% |
| All | -31.0% | -33.7% | +2.7% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling