+5.1%
CNC vs EPAM
-81.9%
+87.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.3% |
| 7D | +3.5% | +2.0% | +1.6% | +3.4% |
| 30D | +0.1% | +6.5% | -6.5% | -0.4% |
| 3M | +6.9% | +19.9% | -13.0% | +5.5% |
| 6M | +49.0% | -16.9% | +65.9% | +50.0% |
| YTD | +62.9% | -42.9% | +105.8% | +67.2% |
| 1Y | +134.0% | -30.4% | +164.4% | +137.1% |
| 3Y | +9.4% | -54.7% | +64.1% | +12.0% |
| All | +5.1% | -81.9% | +87.0% | +9.5% |
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