+25.9%
CSCO vs EPAM
-8.3%
+34.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.3% |
| 7D | +1.9% | +2.4% | -0.5% | +2.1% |
| 30D | -15.8% | +42.3% | -58.2% | -14.3% |
| 3M | -15.4% | +60.7% | -76.0% | -13.8% |
| 6M | -5.4% | +80.5% | -85.9% | -3.6% |
| YTD | +26.5% | -20.4% | +46.8% | +37.9% |
| 1Y | +25.9% | -9.6% | +35.5% | +26.2% |
| All | +25.9% | -8.3% | +34.2% | +26.2% |
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