+259.5%
ADSK vs EPAM
+157.4%
+102.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +1.0% | +2.4% | -1.4% | +0.1% |
| 30D | +14.4% | +42.3% | -27.9% | -0.9% |
| 3M | +2.5% | +60.7% | -58.2% | -15.3% |
| 6M | +14.5% | +80.5% | -66.0% | -10.8% |
| YTD | -10.7% | -20.4% | +9.7% | -6.6% |
| 1Y | -11.0% | -9.6% | -1.4% | -11.4% |
| 3Y | +25.9% | -30.5% | +56.3% | +29.2% |
| 5Y | -19.7% | -75.7% | +56.0% | +17.3% |
| All | +259.5% | +157.4% | +102.1% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling