+94.5%
AAPL vs EPAM
-29.8%
+124.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | +3.2% | -1.1% | +4.3% | +3.3% |
| 30D | +4.1% | +41.8% | -37.8% | -0.8% |
| 3M | +17.5% | +63.4% | -45.9% | +9.6% |
| 6M | +20.6% | +72.2% | -51.6% | +10.4% |
| YTD | +31.0% | -20.0% | +51.0% | +35.4% |
| 1Y | +30.2% | -9.0% | +39.3% | +31.0% |
| All | +94.5% | -29.8% | +124.3% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling