+116.0%
CTSH vs EPAM
+1,105.1%
-989.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +20.6% | -19.5% | -4.9% |
| 7D | +6.4% | +23.0% | -16.6% | -0.5% |
| 30D | +16.3% | +51.6% | -35.3% | +2.4% |
| 3M | +20.0% | +50.8% | -30.8% | +5.4% |
| 6M | +29.9% | +51.1% | -21.2% | +14.2% |
| YTD | -18.4% | -19.1% | +0.7% | -15.3% |
| 1Y | -8.9% | +3.0% | -11.8% | -11.4% |
| 3Y | +6.0% | -31.2% | +37.2% | +10.7% |
| 5Y | -9.3% | -76.5% | +67.2% | +14.4% |
| 10Y | +46.7% | +168.4% | -121.7% | -8.4% |
| All | +116.0% | +1,105.1% | -989.1% | +6.1% |
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