+53.2%
ADP vs EPAM
-81.9%
+135.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.8% |
| 7D | -3.4% | +2.0% | -5.4% | -3.7% |
| 30D | +2.8% | +6.5% | -3.7% | +1.6% |
| 3M | +20.9% | +19.9% | +1.0% | +17.3% |
| 6M | +29.9% | -16.9% | +46.8% | +31.8% |
| YTD | +9.6% | -42.9% | +52.5% | +16.0% |
| 1Y | -5.3% | -30.4% | +25.1% | -2.2% |
| 3Y | +16.5% | -54.7% | +71.2% | +23.5% |
| All | +53.2% | -81.9% | +135.1% | +74.3% |
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