+191.5%
CMCSA vs EPAM
+751.2%
-559.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -2.1% | +2.0% | -4.1% | -2.4% |
| 30D | +7.0% | +6.5% | +0.5% | +5.6% |
| 3M | +15.1% | +19.9% | -4.8% | +11.2% |
| 6M | -15.4% | -16.9% | +1.6% | -13.8% |
| YTD | -1.9% | -42.9% | +41.0% | +5.1% |
| 1Y | -12.7% | -30.4% | +17.7% | -9.7% |
| 3Y | -31.0% | -54.7% | +23.7% | -25.6% |
| 5Y | -46.1% | -81.8% | +35.7% | -36.5% |
| 10Y | +10.8% | +65.5% | -54.6% | -13.8% |
| All | +191.5% | +751.2% | -559.7% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling