+576.4%
ADSK vs EPAM
+1,091.5%
-515.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | +12.6% | +41.8% | -29.2% | -0.8% |
| 3M | +4.0% | +63.4% | -59.4% | -12.8% |
| 6M | +10.5% | +72.2% | -61.7% | -10.1% |
| YTD | -12.3% | -20.0% | +7.7% | -8.9% |
| 1Y | -14.0% | -9.0% | -5.0% | -14.5% |
| 3Y | +23.2% | -30.4% | +53.6% | +26.5% |
| 5Y | -21.2% | -75.6% | +54.4% | +4.2% |
| 10Y | +251.6% | +161.2% | +90.4% | +106.6% |
| All | +576.4% | +1,091.5% | -515.1% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling