-28.3%
ADBE vs EPAM
-32.1%
+3.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | -10.1% | -0.9% | -9.2% | -9.7% |
| 30D | -3.0% | +18.4% | -21.3% | -8.4% |
| 3M | +5.0% | +19.2% | -14.2% | -2.7% |
| 6M | -9.3% | -21.0% | +11.7% | -5.9% |
| YTD | -26.5% | -43.7% | +17.2% | -16.5% |
| 1Y | -28.3% | -29.9% | +1.6% | -24.2% |
| All | -28.3% | -32.1% | +3.8% | -24.2% |
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