+77.1%
CDNS vs EPAM
-75.7%
+152.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | -2.0% | +42.3% | -44.3% | -10.1% |
| 3M | -0.2% | +60.7% | -60.9% | -11.3% |
| 6M | -8.9% | +80.5% | -89.4% | -22.3% |
| YTD | +3.3% | -20.4% | +23.7% | +6.4% |
| 1Y | +2.2% | -9.6% | +11.8% | +2.1% |
| 3Y | +22.4% | -30.5% | +52.9% | +24.8% |
| All | +77.1% | -75.7% | +152.9% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling