+319.9%
ADP vs EPAM
+157.4%
+162.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.2% | +2.4% | -0.2% | +1.6% |
| 30D | +10.6% | +42.3% | -31.8% | +1.9% |
| 3M | +12.9% | +60.7% | -47.7% | +1.3% |
| 6M | +50.6% | +80.5% | -29.9% | +30.8% |
| YTD | +23.2% | -20.4% | +43.6% | +25.8% |
| 1Y | +25.3% | -9.6% | +34.9% | +24.6% |
| 3Y | +47.1% | -30.5% | +77.6% | +48.3% |
| 5Y | +50.1% | -75.7% | +125.8% | +86.2% |
| All | +319.9% | +157.4% | +162.5% | +116.7% |
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