+33.9%
AAPL vs EPAM
-32.1%
+66.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.4% |
| 7D | +0.1% | +2.0% | -1.9% | 0.0% |
| 30D | +3.0% | +6.5% | -3.6% | +2.5% |
| 3M | +2.9% | +19.9% | -17.0% | +1.1% |
| 6M | +22.1% | -16.9% | +39.0% | +22.8% |
| YTD | +18.0% | -42.9% | +60.9% | +22.4% |
| 1Y | +33.9% | -30.4% | +64.3% | +34.3% |
| All | +33.9% | -32.1% | +66.1% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling