+11.7%
DIA vs EPAM
-7.6%
+19.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.4% |
| 7D | +0.9% | +18.8% | -17.9% | +0.4% |
| 30D | +1.1% | +44.9% | -43.8% | -0.6% |
| 3M | -2.9% | +68.6% | -71.5% | -5.4% |
| 6M | +5.9% | +65.4% | -59.5% | +3.2% |
| YTD | +9.8% | -19.9% | +29.7% | +12.7% |
| 1Y | +11.7% | -10.0% | +21.7% | +12.0% |
| All | +11.7% | -7.6% | +19.4% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling