+494.4%
DGX vs EPAM
+1,084.1%
-589.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.2% | +18.5% | -17.4% | -1.1% |
| 30D | +11.2% | +44.0% | -32.8% | +6.1% |
| 3M | +9.3% | +63.0% | -53.7% | +2.6% |
| 6M | +37.4% | +67.3% | -29.9% | +27.7% |
| YTD | +51.6% | -20.5% | +72.1% | +53.2% |
| 1Y | +39.3% | -9.6% | +48.9% | +38.5% |
| 3Y | +106.1% | -30.8% | +136.9% | +106.6% |
| 5Y | +92.2% | -75.6% | +167.8% | +112.1% |
| 10Y | +286.6% | +159.6% | +127.0% | +188.8% |
| All | +494.4% | +1,084.1% | -589.8% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling