+643.1%
ADBE vs EPAM
+1,091.5%
-448.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | +1.0% | +41.8% | -40.9% | -10.5% |
| 3M | -7.8% | +63.4% | -71.2% | -21.8% |
| 6M | -1.0% | +72.2% | -73.1% | -18.2% |
| YTD | -31.8% | -20.0% | -11.8% | -29.4% |
| 1Y | -29.2% | -9.0% | -20.2% | -29.6% |
| 3Y | -60.1% | -30.4% | -29.7% | -59.1% |
| 5Y | -63.7% | -75.6% | +11.9% | -52.8% |
| 10Y | +130.1% | +161.2% | -31.1% | +45.1% |
| All | +643.1% | +1,091.5% | -448.4% | +282.5% |
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