+440.4%
DIA vs EPAM
+1,105.1%
-664.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +20.6% | -24.2% | -6.8% |
| 7D | -1.6% | +23.0% | -24.6% | -5.3% |
| 30D | 0.0% | +51.6% | -51.6% | -7.0% |
| 3M | -4.9% | +50.8% | -55.8% | -11.9% |
| 6M | +5.0% | +51.1% | -46.1% | -3.4% |
| YTD | +8.2% | -19.1% | +27.3% | +9.6% |
| 1Y | +10.3% | +3.0% | +7.3% | +7.0% |
| 3Y | +58.4% | -31.2% | +89.5% | +59.9% |
| 5Y | +54.3% | -76.5% | +130.8% | +77.3% |
| 10Y | +248.6% | +168.4% | +80.1% | +147.9% |
| All | +440.4% | +1,105.1% | -664.7% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling