+104.7%
CSCO vs EPAM
-36.8%
+141.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.2% |
| 7D | -2.9% | +9.1% | -12.0% | -3.3% |
| 30D | -16.7% | +38.5% | -55.2% | -18.7% |
| 3M | -18.4% | +61.0% | -79.4% | -21.6% |
| 6M | +2.9% | +58.0% | -55.1% | -1.3% |
| YTD | +30.4% | -23.5% | +53.9% | +37.4% |
| 1Y | +41.4% | -10.5% | +51.9% | +45.5% |
| 3Y | +104.7% | -33.8% | +138.5% | +104.5% |
| All | +104.7% | -36.8% | +141.4% | +104.5% |
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 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