+43.9%
DIS vs EPAM
-31.1%
+75.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +20.6% | -22.1% | -4.2% |
| 7D | +5.7% | +23.0% | -17.3% | +2.4% |
| 30D | +12.7% | +51.6% | -38.9% | +5.8% |
| 3M | +15.2% | +50.8% | -35.6% | +7.7% |
| 6M | +17.6% | +51.1% | -33.6% | +9.4% |
| YTD | +3.8% | -19.1% | +22.9% | +7.3% |
| 1Y | +6.8% | +3.0% | +3.8% | +5.2% |
| All | +43.9% | -31.1% | +75.0% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling