-34.6%
ADSK vs EPAM
-29.6%
-5.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -10.9% | -4.5% | -6.4% | -9.4% |
| 30D | -15.9% | +14.6% | -30.5% | -19.7% |
| 3M | -4.4% | +23.1% | -27.5% | -12.6% |
| 6M | -16.6% | -19.5% | +2.8% | -12.7% |
| YTD | -28.5% | -44.1% | +15.6% | -17.3% |
| 1Y | -34.6% | -25.2% | -9.4% | -28.7% |
| All | -34.6% | -29.6% | -5.1% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling