-25.9%
ADBE vs EPAM
-15.2%
-10.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | +4.1% | +24.9% | -20.9% | -4.4% |
| 3M | -3.5% | +22.6% | -26.1% | -11.3% |
| 6M | -2.2% | +24.2% | -26.4% | -12.2% |
| YTD | -29.0% | -33.0% | +4.0% | -24.2% |
| 1Y | -25.9% | -13.3% | -12.6% | -22.4% |
| All | -25.9% | -15.2% | -10.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling