+871.6%
APH vs EPAM
+167.9%
+703.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +8.0% | +4.8% |
| 7D | -5.9% | +13.4% | -19.3% | -9.0% |
| 30D | -14.8% | +47.1% | -61.9% | -22.2% |
| 3M | -12.4% | +71.2% | -83.6% | -22.9% |
| 6M | +8.1% | +48.9% | -40.9% | -3.4% |
| YTD | +10.9% | -22.2% | +33.2% | +13.5% |
| 1Y | +8.8% | -5.2% | +13.9% | +5.9% |
| 3Y | +262.1% | -34.9% | +297.0% | +270.4% |
| 5Y | +283.1% | -77.4% | +360.5% | +394.4% |
| All | +871.6% | +167.9% | +703.7% | +399.6% |
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 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