+127.4%
ADI vs EPAM
-33.7%
+161.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.0% |
| 7D | -12.8% | +13.4% | -26.2% | -13.9% |
| 30D | -11.3% | +47.1% | -58.4% | -15.3% |
| 3M | -3.4% | +71.2% | -74.5% | -9.8% |
| 6M | -12.0% | +48.9% | -61.0% | -16.5% |
| YTD | +35.3% | -22.2% | +57.5% | +49.1% |
| 1Y | +58.1% | -5.2% | +63.2% | +64.4% |
| 3Y | +127.4% | -34.9% | +162.3% | +135.8% |
| All | +127.4% | -33.7% | +161.1% | +135.8% |
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