+306.4%
CSCO vs EPAM
+170.1%
+136.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.4% |
| 7D | -10.2% | +13.4% | -23.6% | -12.5% |
| 30D | -20.1% | +47.1% | -67.1% | -25.6% |
| 3M | -22.1% | +71.2% | -93.2% | -29.5% |
| 6M | +3.2% | +48.9% | -45.7% | -5.5% |
| YTD | +24.1% | -22.2% | +46.3% | +27.1% |
| 1Y | +34.6% | -5.2% | +39.7% | +32.6% |
| 3Y | +90.0% | -34.9% | +124.9% | +94.2% |
| 5Y | +88.6% | -77.4% | +166.0% | +132.9% |
| All | +306.4% | +170.1% | +136.3% | +112.6% |
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