+108.8%
DGX vs EPAM
-36.8%
+145.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.7% |
| 7D | +3.5% | +9.1% | -5.5% | +3.0% |
| 30D | +12.4% | +38.5% | -26.1% | +10.4% |
| 3M | +9.3% | +61.0% | -51.6% | +6.5% |
| 6M | +39.7% | +58.0% | -18.4% | +35.5% |
| YTD | +52.2% | -23.5% | +75.6% | +51.7% |
| 1Y | +47.1% | -10.5% | +57.6% | +45.8% |
| 3Y | +108.8% | -33.8% | +142.6% | +101.0% |
| All | +108.8% | -36.8% | +145.5% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling