+37.8%
CTSH vs EPAM
+163.7%
-125.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.2% |
| 7D | -2.3% | +9.1% | -11.3% | -5.7% |
| 30D | +7.4% | +38.5% | -31.1% | -3.9% |
| 3M | +10.9% | +61.0% | -50.0% | -5.2% |
| 6M | +24.7% | +58.0% | -33.4% | +6.8% |
| YTD | -22.0% | -23.5% | +1.5% | -17.6% |
| 1Y | -11.2% | -10.5% | -0.6% | -10.3% |
| 3Y | +3.9% | -33.8% | +37.7% | +9.8% |
| 5Y | -13.9% | -78.1% | +64.2% | +18.7% |
| 10Y | +37.8% | +157.7% | -119.9% | -33.9% |
| All | +37.8% | +163.7% | -125.9% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling