+1,026.6%
CDNS vs EPAM
+66.7%
+960.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.2% |
| 7D | -14.0% | +2.0% | -16.0% | -14.5% |
| 30D | -13.2% | +6.5% | -19.7% | -15.6% |
| 3M | -28.9% | +19.9% | -48.8% | -34.4% |
| 6M | -4.2% | -16.9% | +12.8% | -0.3% |
| YTD | -6.4% | -42.9% | +36.5% | +9.8% |
| 1Y | -16.2% | -30.4% | +14.2% | -8.5% |
| 3Y | +20.2% | -54.7% | +74.9% | +43.4% |
| 5Y | +76.6% | -81.8% | +158.4% | +174.5% |
| All | +1,026.6% | +66.7% | +960.0% | +496.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling