-10.9%
CTSH vs EPAM
-81.9%
+71.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.0% |
| 7D | -2.7% | +2.0% | -4.7% | -3.2% |
| 30D | +12.4% | +6.5% | +5.8% | +10.0% |
| 3M | +17.4% | +19.9% | -2.6% | +11.6% |
| 6M | -3.1% | -16.9% | +13.9% | +0.2% |
| YTD | -23.6% | -42.9% | +19.3% | -14.5% |
| 1Y | -10.8% | -30.4% | +19.5% | -4.4% |
| 3Y | -8.3% | -54.7% | +46.4% | +3.8% |
| All | -10.9% | -81.9% | +71.0% | +7.9% |
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 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