+930.0%
APH vs EPAM
+157.4%
+772.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +4.9% | +2.4% | +2.5% | +4.4% |
| 30D | -5.4% | +42.3% | -47.7% | -12.9% |
| 3M | -5.5% | +60.7% | -66.1% | -15.6% |
| 6M | +25.9% | +80.5% | -54.6% | +7.6% |
| YTD | +16.4% | -20.4% | +36.7% | +18.4% |
| 1Y | +16.5% | -9.6% | +26.1% | +14.9% |
| 3Y | +270.9% | -30.5% | +301.3% | +273.5% |
| 5Y | +289.5% | -75.7% | +365.2% | +390.5% |
| All | +930.0% | +157.4% | +772.6% | +425.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling