+313.7%
ADP vs EPAM
+163.7%
+150.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.1% |
| 7D | +1.1% | +9.1% | -8.0% | -1.2% |
| 30D | +11.5% | +38.5% | -27.0% | +3.4% |
| 3M | +12.0% | +61.0% | -48.9% | +0.5% |
| 6M | +43.8% | +58.0% | -14.2% | +28.4% |
| YTD | +20.1% | -23.5% | +43.5% | +23.7% |
| 1Y | +22.3% | -10.5% | +32.8% | +21.9% |
| 3Y | +43.3% | -33.8% | +77.1% | +46.0% |
| 5Y | +47.3% | -78.1% | +125.5% | +89.2% |
| 10Y | +313.7% | +157.7% | +156.0% | +117.0% |
| All | +313.7% | +163.7% | +150.0% | +117.0% |
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