+308.5%
CSCO vs EPAM
+157.4%
+151.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.2% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | -15.8% | +42.3% | -58.2% | -21.2% |
| 3M | -15.4% | +60.7% | -76.0% | -22.6% |
| 6M | -5.4% | +80.5% | -85.9% | -16.2% |
| YTD | +26.5% | -20.4% | +46.8% | +29.0% |
| 1Y | +25.9% | -9.6% | +35.5% | +25.3% |
| 3Y | +97.5% | -30.5% | +128.0% | +99.4% |
| 5Y | +93.0% | -75.7% | +168.7% | +133.4% |
| All | +308.5% | +157.4% | +151.1% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling