+333.0%
APP vs EPAM
-81.9%
+414.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.2% |
| 7D | +0.9% | +2.0% | -1.1% | -0.1% |
| 30D | -23.3% | +6.5% | -29.8% | -25.1% |
| 3M | -42.6% | +19.9% | -62.6% | -47.4% |
| 6M | -33.6% | -16.9% | -16.7% | -29.0% |
| YTD | -52.4% | -42.9% | -9.6% | -41.0% |
| 1Y | -35.9% | -30.4% | -5.5% | -27.4% |
| 3Y | +642.2% | -54.7% | +696.9% | +861.7% |
| All | +333.0% | -81.9% | +414.8% | +687.8% |
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