+122.9%
APH vs EPAM
-81.9%
+204.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.7% |
| 7D | -48.7% | +3.8% | -52.5% | -48.9% |
| 30D | -51.9% | +6.5% | -58.5% | -52.4% |
| 3M | -43.6% | +19.9% | -63.5% | -45.3% |
| 6M | -37.5% | -16.9% | -20.6% | -36.2% |
| YTD | -38.6% | -42.9% | +4.2% | -34.2% |
| 1Y | -26.3% | -30.4% | +4.0% | -23.7% |
| 3Y | +89.2% | -54.7% | +143.9% | +104.2% |
| All | +122.9% | -81.9% | +204.8% | +160.7% |
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