+143.3%
AAPL vs EPAM
-75.7%
+219.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.1% | +2.4% | +1.7% | +3.8% |
| 30D | +4.0% | +42.3% | -38.4% | -1.9% |
| 3M | +16.8% | +60.7% | -43.9% | +8.0% |
| 6M | +19.4% | +80.5% | -61.1% | +7.3% |
| YTD | +31.5% | -20.4% | +51.9% | +33.9% |
| 1Y | +31.0% | -9.6% | +40.6% | +30.4% |
| 3Y | +95.3% | -30.5% | +125.8% | +96.5% |
| All | +143.3% | -75.7% | +219.1% | +176.6% |
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