-31.2%
DIS vs EPAM
-77.2%
+46.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +20.6% | -22.1% | -4.7% |
| 7D | +5.7% | +23.0% | -17.3% | +1.8% |
| 30D | +12.7% | +51.6% | -38.9% | +4.8% |
| 3M | +15.2% | +50.8% | -35.6% | +6.6% |
| 6M | +17.6% | +51.1% | -33.6% | +8.0% |
| YTD | +3.8% | -19.1% | +22.9% | +5.8% |
| 1Y | +6.8% | +3.0% | +3.8% | +4.0% |
| 3Y | +42.1% | -31.2% | +73.3% | +43.6% |
| 5Y | -31.2% | -76.5% | +45.3% | -23.1% |
| All | -31.2% | -77.2% | +46.0% | -23.1% |
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