+527.5%
APP vs EPAM
-62.7%
+590.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +4.6% | +2.4% | +2.2% | +3.2% |
| 30D | +56.0% | +42.3% | +13.7% | +33.6% |
| 3M | +30.8% | +60.7% | -29.8% | +5.7% |
| 6M | -9.8% | +80.5% | -90.3% | -31.3% |
| YTD | -39.3% | -20.4% | -18.9% | -35.1% |
| 1Y | -26.4% | -9.6% | -16.8% | -25.5% |
| 3Y | +887.9% | -30.5% | +918.4% | +964.7% |
| 5Y | +264.1% | -75.7% | +339.8% | +504.8% |
| All | +527.5% | -62.7% | +590.2% | +647.1% |
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