+35.4%
CMS vs EPAM
-77.2%
+112.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +20.6% | -21.1% | -0.8% |
| 7D | +1.7% | +23.0% | -21.3% | +1.3% |
| 30D | +8.6% | +51.6% | -43.0% | +7.8% |
| 3M | -0.5% | +50.8% | -51.3% | -1.2% |
| 6M | -4.2% | +51.1% | -55.3% | -5.0% |
| YTD | +3.4% | -19.1% | +22.6% | +3.6% |
| 1Y | +0.4% | +3.0% | -2.5% | 0.0% |
| 3Y | +38.2% | -31.2% | +69.4% | +38.4% |
| 5Y | +35.4% | -76.5% | +111.9% | +34.3% |
| All | +35.4% | -77.2% | +112.6% | +34.3% |
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