+214.2%
ADSK vs EPAM
+69.2%
+145.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -10.9% | -4.5% | -6.4% | -9.3% |
| 30D | -15.9% | +14.6% | -30.5% | -20.1% |
| 3M | -4.4% | +23.1% | -27.5% | -12.8% |
| 6M | -16.6% | -19.5% | +2.8% | -11.0% |
| YTD | -28.5% | -44.1% | +15.6% | -13.6% |
| 1Y | -34.6% | -25.2% | -9.4% | -29.6% |
| 3Y | -3.5% | -56.8% | +53.4% | +20.2% |
| 5Y | -25.6% | -81.7% | +56.1% | +19.5% |
| All | +214.2% | +69.2% | +145.0% | +22.9% |
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