+9.8%
DIA vs EPAM
-9.2%
+19.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | +1.2% | +41.8% | -40.6% | -0.4% |
| 3M | -2.4% | +63.4% | -65.8% | -4.8% |
| 6M | +5.7% | +72.2% | -66.5% | +2.6% |
| YTD | +9.9% | -20.0% | +30.0% | +12.8% |
| 1Y | +9.8% | -9.0% | +18.9% | +8.0% |
| All | +9.8% | -9.2% | +19.1% | +8.0% |
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