+112.7%
ADI vs EPAM
-54.6%
+167.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | +0.4% | +2.0% | -1.5% | +0.1% |
| 30D | -3.8% | +6.5% | -10.3% | -5.0% |
| 3M | -15.3% | +19.9% | -35.2% | -17.9% |
| 6M | +6.7% | -16.9% | +23.6% | +11.7% |
| YTD | +34.8% | -42.9% | +77.6% | +54.4% |
| 1Y | +49.0% | -30.4% | +79.4% | +60.3% |
| All | +112.7% | -54.6% | +167.4% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling