+500.0%
APP vs EPAM
-63.6%
+563.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.9% | +13.7% | +11.6% |
| 7D | +71.2% | +13.4% | +57.8% | +62.8% |
| 30D | +39.1% | +47.1% | -8.0% | +17.6% |
| 3M | +16.5% | +71.2% | -54.6% | -8.3% |
| 6M | -16.6% | +48.9% | -65.5% | -30.8% |
| YTD | -41.9% | -22.2% | -19.7% | -37.2% |
| 1Y | -37.0% | -5.2% | -31.9% | -37.4% |
| 3Y | +892.4% | -34.9% | +927.4% | +1,001.4% |
| 5Y | +297.3% | -77.4% | +374.7% | +592.1% |
| All | +500.0% | -63.6% | +563.6% | +623.6% |
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