-8.3%
CNC vs EPAM
-78.1%
+69.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.6% |
| 7D | +3.0% | +9.1% | -6.0% | +2.4% |
| 30D | +4.9% | +38.5% | -33.6% | +2.6% |
| 3M | +4.2% | +61.0% | -56.7% | +1.0% |
| 6M | +22.5% | +58.0% | -35.6% | +18.6% |
| YTD | +66.6% | -23.5% | +90.0% | +67.8% |
| 1Y | +82.5% | -10.5% | +93.0% | +82.0% |
| 3Y | -4.1% | -33.8% | +29.8% | -4.0% |
| 5Y | -8.3% | -78.1% | +69.8% | -3.6% |
| All | -8.3% | -78.1% | +69.7% | -3.6% |
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 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