+640.7%
ADI vs EPAM
+158.4%
+482.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +13.4% | -1.1% | +14.5% | +13.6% |
| 30D | -1.3% | +41.8% | -43.1% | -11.5% |
| 3M | +6.8% | +63.4% | -56.6% | -8.5% |
| 6M | -1.9% | +72.2% | -74.1% | -19.4% |
| YTD | +52.3% | -20.0% | +72.3% | +55.3% |
| 1Y | +71.6% | -9.0% | +80.7% | +67.9% |
| 3Y | +148.9% | -30.4% | +179.3% | +152.0% |
| 5Y | +140.8% | -75.6% | +216.4% | +221.1% |
| All | +640.7% | +158.4% | +482.2% | +201.0% |
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