+25.9%
CMS vs EPAM
-81.9%
+107.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +0.4% | +2.0% | -1.6% | +0.3% |
| 30D | -3.6% | +6.5% | -10.1% | -3.7% |
| 3M | -1.9% | +19.9% | -21.8% | -2.3% |
| 6M | -11.0% | -16.9% | +6.0% | -10.8% |
| YTD | +0.2% | -42.9% | +43.1% | +1.0% |
| 1Y | -1.3% | -30.4% | +29.1% | -1.0% |
| 3Y | +35.9% | -54.7% | +90.7% | +37.2% |
| All | +25.9% | -81.9% | +107.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling