+49.1%
ADP vs EPAM
-77.4%
+126.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -0.7% |
| 7D | +3.2% | +13.4% | -10.1% | +1.1% |
| 30D | +14.9% | +47.1% | -32.2% | +8.5% |
| 3M | +11.6% | +71.2% | -59.6% | +3.1% |
| 6M | +48.5% | +48.9% | -0.5% | +38.9% |
| YTD | +20.6% | -22.2% | +42.8% | +21.6% |
| 1Y | +23.7% | -5.2% | +28.9% | +21.9% |
| 3Y | +47.8% | -34.9% | +82.7% | +48.6% |
| All | +49.1% | -77.4% | +126.5% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling