+459.8%
DIA vs EPAM
+751.2%
-291.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.1% |
| 7D | -0.2% | +2.0% | -2.1% | -0.5% |
| 30D | -1.5% | +6.5% | -8.1% | -2.9% |
| 3M | +3.8% | +19.9% | -16.2% | -0.1% |
| 6M | +10.3% | -16.9% | +27.2% | +12.4% |
| YTD | +12.1% | -42.9% | +55.0% | +20.9% |
| 1Y | +18.6% | -30.4% | +49.0% | +23.3% |
| 3Y | +60.6% | -54.7% | +115.4% | +74.6% |
| 5Y | +64.4% | -81.8% | +146.2% | +96.6% |
| 10Y | +250.1% | +65.5% | +184.6% | +169.4% |
| All | +459.8% | +751.2% | -291.4% | +271.3% |
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