+89.3%
CSCO vs EPAM
-33.7%
+123.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.8% |
| 7D | -10.2% | +13.4% | -23.6% | -10.8% |
| 30D | -20.1% | +47.1% | -67.1% | -22.4% |
| 3M | -22.4% | +71.2% | -93.5% | -25.8% |
| 6M | +2.8% | +48.9% | -46.1% | -0.6% |
| YTD | +23.6% | -22.2% | +45.9% | +30.1% |
| 1Y | +34.0% | -5.2% | +39.2% | +36.9% |
| 3Y | +89.3% | -34.9% | +124.2% | +88.8% |
| All | +89.3% | -33.7% | +123.0% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling