+271.4%
DGX vs EPAM
+158.4%
+113.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +1.9% | -1.1% | +3.1% | +2.0% |
| 30D | +12.7% | +41.8% | -29.2% | +7.5% |
| 3M | +9.6% | +63.4% | -53.7% | +2.6% |
| 6M | +37.6% | +72.2% | -34.6% | +27.0% |
| YTD | +52.1% | -20.0% | +72.2% | +53.8% |
| 1Y | +41.3% | -9.0% | +50.3% | +40.4% |
| 3Y | +106.9% | -30.4% | +137.3% | +107.2% |
| 5Y | +90.7% | -75.6% | +166.2% | +119.3% |
| All | +271.4% | +158.4% | +113.0% | +123.4% |
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