+77.4%
CDNS vs EPAM
-81.9%
+159.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.4% |
| 7D | -14.0% | +2.0% | -16.0% | -14.4% |
| 30D | -13.2% | +6.5% | -19.7% | -14.9% |
| 3M | -28.9% | +19.9% | -48.8% | -32.8% |
| 6M | -4.2% | -16.9% | +12.8% | -1.2% |
| YTD | -6.4% | -42.9% | +36.5% | +5.2% |
| 1Y | -16.2% | -30.4% | +14.2% | -10.3% |
| 3Y | +20.2% | -54.7% | +74.9% | +36.6% |
| All | +77.4% | -81.9% | +159.3% | +152.6% |
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 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