+65.7%
DIA vs EPAM
-81.9%
+147.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.3% |
| 7D | -0.2% | +2.0% | -2.1% | -0.4% |
| 30D | -1.5% | +6.5% | -8.1% | -2.4% |
| 3M | +3.8% | +19.9% | -16.2% | +1.2% |
| 6M | +10.3% | -16.9% | +27.2% | +11.8% |
| YTD | +12.1% | -42.9% | +55.0% | +18.1% |
| 1Y | +18.6% | -30.4% | +49.0% | +21.9% |
| 3Y | +60.6% | -54.7% | +115.4% | +69.4% |
| All | +65.7% | -81.9% | +147.6% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling