+247.7%
APH vs EPAM
-31.1%
+278.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +20.6% | -30.0% | -9.9% |
| 7D | -12.7% | +23.0% | -35.7% | -13.4% |
| 30D | -19.2% | +51.6% | -70.7% | -21.1% |
| 3M | -16.7% | +50.8% | -67.5% | -18.8% |
| 6M | +5.1% | +51.1% | -46.0% | +2.8% |
| YTD | +6.6% | -19.1% | +25.7% | +12.9% |
| 1Y | +3.9% | +3.0% | +0.9% | +5.2% |
| All | +247.7% | -31.1% | +278.8% | +257.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling