+27.9%
APD vs EPAM
-81.9%
+109.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -2.2% | +2.0% | -4.2% | -2.4% |
| 30D | +2.1% | +6.5% | -4.4% | +1.2% |
| 3M | +7.2% | +19.9% | -12.8% | +4.5% |
| 6M | +11.2% | -16.9% | +28.2% | +12.7% |
| YTD | +24.4% | -42.9% | +67.3% | +31.0% |
| 1Y | +6.7% | -30.4% | +37.0% | +9.4% |
| 3Y | +9.2% | -54.7% | +64.0% | +15.3% |
| All | +27.9% | -81.9% | +109.8% | +39.0% |
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