-42.3%
APP vs EPAM
+4.5%
-46.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +20.6% | +10.4% | +19.4% |
| 7D | +39.7% | +23.0% | +16.7% | +25.5% |
| 30D | +27.7% | +51.6% | -23.9% | +4.0% |
| 3M | -14.8% | +50.8% | -65.6% | -30.2% |
| 6M | -25.5% | +51.1% | -76.7% | -39.3% |
| YTD | -47.2% | -19.1% | -28.0% | -46.3% |
| 1Y | -42.3% | +3.0% | -45.3% | -52.7% |
| All | -42.3% | +4.5% | -46.8% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling