+708.6%
ADP vs EPAM
+751.2%
-42.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.6% |
| 7D | -3.4% | +2.0% | -5.4% | -3.8% |
| 30D | +2.8% | +6.5% | -3.7% | +1.1% |
| 3M | +20.9% | +19.9% | +1.0% | +15.9% |
| 6M | +29.9% | -16.9% | +46.8% | +33.2% |
| YTD | +9.6% | -42.9% | +52.5% | +20.0% |
| 1Y | -5.3% | -30.4% | +25.1% | -0.5% |
| 3Y | +16.5% | -54.7% | +71.2% | +28.4% |
| 5Y | +49.4% | -81.8% | +131.2% | +84.1% |
| 10Y | +282.2% | +65.5% | +216.7% | +186.3% |
| All | +708.6% | +751.2% | -42.6% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling