+721.6%
CSCO vs EPAM
+751.2%
-29.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | -0.7% | +2.0% | -2.6% | -1.0% |
| 30D | -10.1% | +6.5% | -16.6% | -11.4% |
| 3M | -15.7% | +19.9% | -35.6% | -19.1% |
| 6M | +36.3% | -16.9% | +53.2% | +38.9% |
| YTD | +43.8% | -42.9% | +86.7% | +55.8% |
| 1Y | +63.9% | -30.4% | +94.3% | +70.6% |
| 3Y | +104.4% | -54.7% | +159.1% | +123.1% |
| 5Y | +111.4% | -81.8% | +193.2% | +155.8% |
| 10Y | +361.7% | +65.5% | +296.2% | +225.0% |
| All | +721.6% | +751.2% | -29.6% | +373.4% |
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