+606.7%
ADI vs EPAM
+66.7%
+540.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.3% |
| 7D | +0.4% | +2.0% | -1.5% | -0.1% |
| 30D | -3.8% | +6.5% | -10.3% | -6.1% |
| 3M | -15.3% | +19.9% | -35.2% | -21.1% |
| 6M | +6.7% | -16.9% | +23.6% | +9.6% |
| YTD | +34.8% | -42.9% | +77.6% | +53.3% |
| 1Y | +49.0% | -30.4% | +79.4% | +58.3% |
| 3Y | +108.1% | -54.7% | +162.8% | +141.8% |
| 5Y | +142.4% | -81.8% | +224.2% | +250.6% |
| All | +606.7% | +66.7% | +540.0% | +256.5% |
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 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