+577.8%
ADSK vs EPAM
+1,084.1%
-506.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.7% | +18.5% | -22.3% | -9.9% |
| 30D | +11.3% | +44.0% | -32.7% | -2.4% |
| 3M | +3.3% | +63.0% | -59.6% | -13.3% |
| 6M | +10.1% | +67.3% | -57.1% | -9.5% |
| YTD | -12.2% | -20.5% | +8.4% | -8.5% |
| 1Y | -13.9% | -9.6% | -4.2% | -14.1% |
| 3Y | +23.5% | -30.8% | +54.3% | +27.1% |
| 5Y | -20.0% | -75.6% | +55.6% | +5.8% |
| 10Y | +252.3% | +159.6% | +92.7% | +107.4% |
| All | +577.8% | +1,084.1% | -506.3% | +199.8% |
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