+2,301.4%
AAPL vs EPAM
+1,058.6%
+1,242.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.3% |
| 7D | -0.7% | +13.4% | -14.0% | -3.9% |
| 30D | +1.7% | +47.1% | -45.4% | -7.3% |
| 3M | +9.7% | +71.2% | -61.5% | -3.7% |
| 6M | +19.3% | +48.9% | -29.6% | +6.5% |
| YTD | +26.3% | -22.2% | +48.5% | +29.3% |
| 1Y | +27.4% | -5.2% | +32.6% | +24.2% |
| 3Y | +93.6% | -34.9% | +128.6% | +98.1% |
| 5Y | +131.7% | -77.4% | +209.1% | +183.3% |
| 10Y | +1,268.5% | +158.1% | +1,110.4% | +838.3% |
| All | +2,301.4% | +1,058.6% | +1,242.7% | +1,307.3% |
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 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