+1,157.5%
CDNS vs EPAM
+170.1%
+987.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.9% |
| 7D | -2.4% | +13.4% | -15.8% | -7.3% |
| 30D | -10.2% | +47.1% | -57.2% | -22.0% |
| 3M | -5.5% | +71.2% | -76.6% | -22.4% |
| 6M | -9.9% | +48.9% | -58.8% | -24.2% |
| YTD | +2.3% | -22.2% | +24.6% | +6.4% |
| 1Y | -1.4% | -5.2% | +3.8% | -4.3% |
| 3Y | +28.1% | -34.9% | +63.0% | +33.2% |
| 5Y | +79.7% | -77.4% | +157.1% | +162.4% |
| All | +1,157.5% | +170.1% | +987.4% | +440.1% |
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