+38.7%
CTSH vs EPAM
+168.6%
-129.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +0.7% |
| 7D | +1.8% | +18.8% | -17.0% | -4.4% |
| 30D | +9.8% | +44.9% | -35.2% | -3.2% |
| 3M | +12.1% | +68.6% | -56.4% | -5.6% |
| 6M | +27.4% | +65.4% | -38.0% | +7.5% |
| YTD | -20.3% | -19.9% | -0.4% | -17.0% |
| 1Y | -8.8% | -10.0% | +1.2% | -8.2% |
| 3Y | +4.0% | -30.3% | +34.3% | +8.1% |
| 5Y | -12.2% | -75.7% | +63.5% | +16.1% |
| 10Y | +38.7% | +167.2% | -128.5% | -34.2% |
| All | +38.7% | +168.6% | -129.9% | -34.2% |
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