+23.5%
ADSK vs EPAM
-31.2%
+54.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -2.5% |
| 7D | +3.1% | +18.8% | -15.7% | -2.3% |
| 30D | +10.5% | +44.9% | -34.4% | -1.1% |
| 3M | +1.6% | +68.6% | -67.0% | -12.9% |
| 6M | +6.4% | +65.4% | -59.0% | -9.3% |
| YTD | -12.1% | -19.9% | +7.8% | -11.1% |
| 1Y | -12.9% | -10.0% | -2.9% | -14.2% |
| 3Y | +23.5% | -30.3% | +53.8% | +14.0% |
| All | +23.5% | -31.2% | +54.7% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling