+438.3%
DIA vs EPAM
+1,058.6%
-620.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.2% |
| 7D | -0.9% | +13.4% | -14.3% | -3.4% |
| 30D | +0.3% | +47.1% | -46.8% | -6.3% |
| 3M | -4.5% | +71.2% | -75.7% | -13.2% |
| 6M | +3.4% | +48.9% | -45.6% | -4.8% |
| YTD | +7.8% | -22.2% | +30.0% | +9.8% |
| 1Y | +10.7% | -5.2% | +15.9% | +9.0% |
| 3Y | +57.5% | -34.9% | +92.5% | +60.5% |
| 5Y | +53.7% | -77.4% | +131.1% | +77.7% |
| 10Y | +247.2% | +158.1% | +89.1% | +148.4% |
| All | +438.3% | +1,058.6% | -620.3% | +237.4% |
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