+57.7%
DIA vs EPAM
-75.8%
+133.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.7% |
| 30D | +1.2% | +41.8% | -40.6% | -2.7% |
| 3M | -2.4% | +63.4% | -65.8% | -7.7% |
| 6M | +5.7% | +72.2% | -66.5% | -1.2% |
| YTD | +9.9% | -20.0% | +30.0% | +11.4% |
| 1Y | +9.8% | -9.0% | +18.9% | +9.6% |
| 3Y | +59.8% | -30.4% | +90.2% | +60.7% |
| 5Y | +57.7% | -75.6% | +133.3% | +67.2% |
| All | +57.7% | -75.8% | +133.4% | +67.2% |
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