+27.6%
CNH vs EPAM
-10.0%
+37.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.8% |
| 7D | +6.7% | +18.5% | -11.9% | +7.6% |
| 30D | +7.2% | +44.0% | -36.8% | +8.6% |
| 3M | +17.5% | +63.0% | -45.5% | +19.7% |
| 6M | +15.0% | +67.3% | -52.3% | +17.5% |
| YTD | +36.8% | -20.5% | +57.3% | +41.4% |
| 1Y | +27.6% | -9.6% | +37.3% | +12.2% |
| All | +27.6% | -10.0% | +37.7% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling