-26.9%
ADBE vs EPAM
-4.9%
-22.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.6% |
| 7D | -4.4% | +13.4% | -17.7% | -9.1% |
| 30D | +2.8% | +47.1% | -44.3% | -11.7% |
| 3M | -8.0% | +71.2% | -79.2% | -25.1% |
| 6M | -4.3% | +48.9% | -53.3% | -20.1% |
| YTD | -31.6% | -22.2% | -9.4% | -30.6% |
| 1Y | -26.9% | -5.2% | -21.7% | -29.6% |
| All | -26.9% | -4.9% | -22.0% | -29.6% |
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