+620.2%
CSCO vs EPAM
+1,105.1%
-484.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +20.6% | -28.2% | -10.9% |
| 7D | -11.9% | +23.0% | -34.9% | -15.3% |
| 30D | -18.8% | +51.6% | -70.4% | -24.8% |
| 3M | -21.2% | +50.8% | -72.0% | -27.4% |
| 6M | +1.9% | +51.1% | -49.2% | -6.9% |
| YTD | +26.1% | -19.1% | +45.2% | +27.8% |
| 1Y | +34.7% | +3.0% | +31.7% | +30.5% |
| 3Y | +94.0% | -31.2% | +125.2% | +95.8% |
| 5Y | +91.6% | -76.5% | +168.1% | +122.7% |
| 10Y | +323.2% | +168.4% | +154.7% | +172.7% |
| All | +620.2% | +1,105.1% | -484.9% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling