+1,193.8%
APH vs EPAM
+751.2%
+442.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.7% |
| 7D | -48.7% | +3.8% | -52.5% | -49.0% |
| 30D | -51.9% | +6.5% | -58.5% | -52.7% |
| 3M | -43.6% | +19.9% | -63.5% | -46.3% |
| 6M | -37.5% | -16.9% | -20.6% | -36.1% |
| YTD | -38.6% | -42.9% | +4.2% | -32.8% |
| 1Y | -26.3% | -30.4% | +4.0% | -23.1% |
| 3Y | +89.2% | -54.7% | +143.9% | +109.9% |
| 5Y | +119.8% | -81.8% | +201.6% | +176.8% |
| 10Y | +454.3% | +65.5% | +388.8% | +305.3% |
| All | +1,193.8% | +751.2% | +442.6% | +624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling