+268.0%
APH vs EPAM
-77.2%
+345.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +20.6% | -30.0% | -11.5% |
| 7D | -12.7% | +23.0% | -35.7% | -15.0% |
| 30D | -19.2% | +51.6% | -70.7% | -23.4% |
| 3M | -16.7% | +50.8% | -67.5% | -21.4% |
| 6M | +5.1% | +51.1% | -46.0% | -1.3% |
| YTD | +6.6% | -19.1% | +25.7% | +8.9% |
| 1Y | +3.9% | +3.0% | +0.9% | +2.0% |
| 3Y | +246.0% | -31.2% | +277.2% | +252.3% |
| 5Y | +268.0% | -76.5% | +344.5% | +322.3% |
| All | +268.0% | -77.2% | +345.1% | +322.3% |
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