+730.2%
ADBE vs EPAM
+751.2%
-21.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -6.0% |
| 7D | -8.6% | +2.0% | -10.5% | -9.1% |
| 30D | +2.8% | +6.5% | -3.8% | +0.2% |
| 3M | +3.1% | +19.9% | -16.8% | -3.5% |
| 6M | -2.4% | -16.9% | +14.5% | +2.3% |
| YTD | -23.9% | -42.9% | +19.0% | -11.3% |
| 1Y | -22.6% | -30.4% | +7.8% | -15.7% |
| 3Y | -52.7% | -54.7% | +2.1% | -43.9% |
| 5Y | -60.0% | -81.8% | +21.8% | -42.5% |
| 10Y | +157.3% | +65.5% | +91.9% | +86.3% |
| All | +730.2% | +751.2% | -21.0% | +380.2% |
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 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