+235.7%
DIA vs EPAM
+157.4%
+78.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.1% | +2.4% | -0.3% | +1.7% |
| 30D | +1.5% | +42.3% | -40.8% | -5.2% |
| 3M | -2.4% | +60.7% | -63.1% | -11.0% |
| 6M | +6.0% | +80.5% | -74.5% | -6.3% |
| YTD | +10.1% | -20.4% | +30.4% | +12.1% |
| 1Y | +11.8% | -9.6% | +21.4% | +11.0% |
| 3Y | +59.7% | -30.5% | +90.2% | +61.0% |
| 5Y | +57.9% | -75.7% | +133.6% | +90.1% |
| All | +235.7% | +157.4% | +78.3% | +93.4% |
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