+35.8%
CTSH vs EPAM
+170.1%
-134.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -1.5% |
| 7D | -0.6% | +13.4% | -14.0% | -5.3% |
| 30D | +13.4% | +47.1% | -33.7% | -0.5% |
| 3M | +14.4% | +71.2% | -56.7% | -4.1% |
| 6M | +27.7% | +48.9% | -21.2% | +11.2% |
| YTD | -20.6% | -22.2% | +1.6% | -16.6% |
| 1Y | -9.1% | -5.2% | -4.0% | -9.9% |
| 3Y | +3.1% | -34.9% | +38.0% | +9.4% |
| 5Y | -11.8% | -77.4% | +65.6% | +20.1% |
| All | +35.8% | +170.1% | -134.4% | -35.4% |
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 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