+28.1%
CDNS vs EPAM
-33.7%
+61.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.4% |
| 7D | -2.4% | +13.4% | -15.8% | -5.0% |
| 30D | -10.2% | +47.1% | -57.2% | -17.4% |
| 3M | -5.5% | +71.2% | -76.6% | -16.3% |
| 6M | -9.9% | +48.9% | -58.8% | -18.5% |
| YTD | +2.3% | -22.2% | +24.6% | +8.5% |
| 1Y | -1.4% | -5.2% | +3.8% | -0.2% |
| 3Y | +28.1% | -34.9% | +63.0% | +32.6% |
| All | +28.1% | -33.7% | +61.8% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling