+1,059.7%
APH vs EPAM
+65.3%
+994.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.4% |
| 7D | +5.0% | +2.0% | +3.0% | +4.5% |
| 30D | -3.9% | +6.5% | -10.4% | -5.6% |
| 3M | +13.0% | +19.9% | -7.0% | +7.1% |
| 6M | +25.2% | -16.9% | +42.1% | +28.3% |
| YTD | +22.9% | -42.9% | +65.8% | +35.7% |
| 1Y | +47.8% | -30.4% | +78.2% | +54.8% |
| 3Y | +283.0% | -54.7% | +337.8% | +328.1% |
| 5Y | +349.7% | -81.8% | +431.5% | +499.5% |
| All | +1,059.7% | +65.3% | +994.4% | +589.4% |
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