-63.2%
ADBE vs EPAM
-75.7%
+12.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | +2.4% | -0.8% | +0.9% |
| 30D | +1.0% | +42.3% | -41.3% | -8.3% |
| 3M | -10.1% | +60.7% | -70.8% | -20.9% |
| 6M | +3.0% | +80.5% | -77.5% | -12.5% |
| YTD | -30.5% | -20.4% | -10.2% | -29.0% |
| 1Y | -27.1% | -9.6% | -17.5% | -27.7% |
| 3Y | -58.8% | -30.5% | -28.3% | -58.3% |
| All | -63.2% | -75.7% | +12.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling