-18.9%
ADSK vs EPAM
-76.7%
+57.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -2.5% |
| 7D | +3.1% | +18.8% | -15.7% | -2.2% |
| 30D | +10.5% | +44.9% | -34.4% | -0.7% |
| 3M | +1.6% | +68.6% | -67.0% | -12.5% |
| 6M | +6.4% | +65.4% | -59.0% | -8.7% |
| YTD | -12.1% | -19.9% | +7.8% | -9.8% |
| 1Y | -12.9% | -10.0% | -2.9% | -13.3% |
| 3Y | +23.5% | -30.3% | +53.8% | +25.7% |
| 5Y | -18.9% | -75.7% | +56.8% | -4.3% |
| All | -18.9% | -76.7% | +57.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling