+64.3%
DGX vs EPAM
-81.7%
+146.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -1.2% | +18.4% | -19.5% | -2.3% |
| 3M | +19.9% | +19.2% | +0.7% | +18.1% |
| 6M | +19.2% | -21.0% | +40.2% | +20.4% |
| YTD | +37.5% | -43.7% | +81.2% | +41.4% |
| 1Y | +31.3% | -29.9% | +61.2% | +33.1% |
| 3Y | +96.6% | -56.5% | +153.2% | +102.9% |
| 5Y | +64.3% | -81.7% | +145.9% | +70.0% |
| All | +64.3% | -81.7% | +146.0% | +70.0% |
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