+442.8%
DGX vs EPAM
+751.2%
-308.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.7% |
| 7D | -2.3% | +2.0% | -4.3% | -2.6% |
| 30D | +0.6% | +6.5% | -6.0% | -0.5% |
| 3M | +21.4% | +19.9% | +1.5% | +18.1% |
| 6M | +14.7% | -16.9% | +31.7% | +16.4% |
| YTD | +38.4% | -42.9% | +81.3% | +46.1% |
| 1Y | +34.0% | -30.4% | +64.3% | +37.7% |
| 3Y | +92.7% | -54.7% | +147.4% | +104.1% |
| 5Y | +67.7% | -81.8% | +149.5% | +91.6% |
| 10Y | +248.0% | +65.5% | +182.6% | +174.9% |
| All | +442.8% | +751.2% | -308.4% | +286.6% |
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