+468.0%
ADSK vs EPAM
+751.2%
-283.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.9% | -7.5% |
| 7D | -16.4% | +2.0% | -18.4% | -16.9% |
| 30D | -9.2% | +6.5% | -15.7% | -11.7% |
| 3M | -6.7% | +19.9% | -26.7% | -13.3% |
| 6M | -15.5% | -16.9% | +1.4% | -11.4% |
| YTD | -26.4% | -42.9% | +16.5% | -13.4% |
| 1Y | -31.9% | -30.4% | -1.5% | -25.5% |
| 3Y | -1.0% | -54.7% | +53.8% | +18.6% |
| 5Y | -24.5% | -81.8% | +57.3% | +10.8% |
| 10Y | +220.4% | +65.5% | +154.9% | +118.6% |
| All | +468.0% | +751.2% | -283.2% | +183.8% |
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