+88.1%
CSCO vs EPAM
-77.4%
+165.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.7% |
| 7D | -10.2% | +13.4% | -23.6% | -11.2% |
| 30D | -20.1% | +47.1% | -67.1% | -22.8% |
| 3M | -22.4% | +71.2% | -93.5% | -26.2% |
| 6M | +2.8% | +48.9% | -46.1% | -1.4% |
| YTD | +23.6% | -22.2% | +45.9% | +26.2% |
| 1Y | +34.0% | -5.2% | +39.2% | +34.0% |
| 3Y | +89.3% | -34.9% | +124.2% | +92.3% |
| All | +88.1% | -77.4% | +165.5% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling