+330.5%
CSCO vs EPAM
+165.6%
+164.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -2.8% | +18.5% | -21.3% | -5.9% |
| 30D | -12.6% | +44.0% | -56.7% | -18.4% |
| 3M | -16.0% | +63.0% | -79.0% | -23.4% |
| 6M | +2.8% | +67.3% | -64.4% | -7.7% |
| YTD | +33.2% | -20.5% | +53.8% | +35.9% |
| 1Y | +43.1% | -9.6% | +52.7% | +42.4% |
| 3Y | +106.7% | -30.8% | +137.5% | +108.8% |
| 5Y | +103.6% | -75.6% | +179.2% | +145.8% |
| 10Y | +330.5% | +159.6% | +170.9% | +124.5% |
| All | +330.5% | +165.6% | +164.9% | +124.5% |
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 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