+579.4%
ADI vs EPAM
+170.1%
+409.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.7% |
| 7D | -12.8% | +13.4% | -26.2% | -16.7% |
| 30D | -11.3% | +47.1% | -58.4% | -21.3% |
| 3M | -3.4% | +71.2% | -74.5% | -18.2% |
| 6M | -12.0% | +48.9% | -61.0% | -24.6% |
| YTD | +35.3% | -22.2% | +57.5% | +39.0% |
| 1Y | +58.1% | -5.2% | +63.2% | +52.3% |
| 3Y | +127.4% | -34.9% | +162.3% | +135.0% |
| 5Y | +114.6% | -77.4% | +192.0% | +195.4% |
| All | +579.4% | +170.1% | +409.3% | +178.0% |
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