+113.3%
CTAS vs EPAM
-77.4%
+190.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.3% |
| 7D | +1.2% | +13.4% | -12.2% | -0.7% |
| 30D | +12.8% | +47.1% | -34.3% | +7.1% |
| 3M | +10.3% | +71.2% | -60.9% | +2.6% |
| 6M | +32.0% | +48.9% | -16.9% | +24.1% |
| YTD | +19.1% | -22.2% | +41.4% | +20.6% |
| 1Y | +21.5% | -5.2% | +26.6% | +19.8% |
| 3Y | +76.0% | -34.9% | +111.0% | +77.8% |
| All | +113.3% | -77.4% | +190.8% | +151.0% |
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