+102.3%
CTSH vs EPAM
+751.2%
-648.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.9% |
| 7D | -2.7% | +2.0% | -4.7% | -3.2% |
| 30D | +12.4% | +6.5% | +5.8% | +9.7% |
| 3M | +17.4% | +19.9% | -2.6% | +11.1% |
| 6M | -3.1% | -16.9% | +13.9% | +1.5% |
| YTD | -23.6% | -42.9% | +19.3% | -11.8% |
| 1Y | -10.8% | -30.4% | +19.5% | -2.6% |
| 3Y | -8.3% | -54.7% | +46.4% | +8.2% |
| 5Y | -11.3% | -81.8% | +70.5% | +20.4% |
| 10Y | +22.6% | +65.5% | -42.8% | -12.6% |
| All | +102.3% | +751.2% | -648.9% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling