+489.1%
CNC vs EPAM
+1,093.7%
-604.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.7% |
| 7D | +4.0% | +18.8% | -14.8% | +1.1% |
| 30D | +7.4% | +44.9% | -37.6% | +1.3% |
| 3M | +5.4% | +68.6% | -63.1% | -2.9% |
| 6M | +25.4% | +65.4% | -40.0% | +15.1% |
| YTD | +70.6% | -19.9% | +90.5% | +72.7% |
| 1Y | +104.9% | -10.0% | +114.9% | +103.8% |
| 3Y | -2.3% | -30.3% | +27.9% | -2.2% |
| 5Y | -6.5% | -75.7% | +69.2% | +5.9% |
| 10Y | +153.3% | +167.2% | -13.9% | +66.9% |
| All | +489.1% | +1,093.7% | -604.7% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling