-26.7%
ADSK vs EPAM
-81.7%
+55.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -14.3% | -0.9% | -13.4% | -14.1% |
| 30D | -14.8% | +18.4% | -33.2% | -18.6% |
| 3M | -5.7% | +19.2% | -24.9% | -10.9% |
| 6M | -18.7% | -21.0% | +2.3% | -14.5% |
| YTD | -28.3% | -43.7% | +15.4% | -18.3% |
| 1Y | -35.1% | -29.9% | -5.2% | -30.3% |
| 3Y | -3.2% | -56.5% | +53.4% | +12.8% |
| 5Y | -26.7% | -81.7% | +55.0% | -0.9% |
| All | -26.7% | -81.7% | +55.0% | -0.9% |
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 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