+240.2%
DIA vs EPAM
+170.1%
+70.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.3% |
| 7D | -0.9% | +13.4% | -14.3% | -3.5% |
| 30D | +0.3% | +47.1% | -46.8% | -6.9% |
| 3M | -4.5% | +71.2% | -75.7% | -13.9% |
| 6M | +3.4% | +48.9% | -45.6% | -5.4% |
| YTD | +7.8% | -22.2% | +30.0% | +10.2% |
| 1Y | +10.7% | -5.2% | +15.9% | +8.9% |
| 3Y | +57.5% | -34.9% | +92.5% | +60.9% |
| 5Y | +53.7% | -77.4% | +131.1% | +89.1% |
| All | +240.2% | +170.1% | +70.1% | +96.8% |
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