+34.7%
CMS vs EPAM
-77.4%
+112.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.7% | -2.1% |
| 7D | -1.3% | +13.4% | -14.7% | -1.5% |
| 30D | +6.3% | +47.1% | -40.8% | +5.6% |
| 3M | -2.1% | +71.2% | -73.2% | -3.0% |
| 6M | -5.1% | +48.9% | -54.0% | -5.9% |
| YTD | +1.3% | -22.2% | +23.5% | +1.5% |
| 1Y | -1.4% | -5.2% | +3.8% | -1.6% |
| 3Y | +36.9% | -34.9% | +71.9% | +37.3% |
| All | +34.7% | -77.4% | +112.1% | +34.9% |
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