+313.2%
APP vs EPAM
-76.7%
+389.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -5.6% |
| 7D | +61.1% | +18.8% | +42.3% | +50.2% |
| 30D | +42.8% | +44.9% | -2.2% | +21.6% |
| 3M | +16.7% | +68.6% | -51.9% | -7.5% |
| 6M | -15.6% | +65.4% | -81.0% | -33.0% |
| YTD | -41.3% | -19.9% | -21.4% | -37.5% |
| 1Y | -39.3% | -10.0% | -29.3% | -38.4% |
| 3Y | +803.2% | -30.3% | +833.5% | +871.2% |
| 5Y | +313.2% | -75.7% | +388.8% | +530.0% |
| All | +313.2% | -76.7% | +389.9% | +530.0% |
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