+232.0%
DIS vs EPAM
+899.0%
-667.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +9.1% | +0.8% | +8.3% | +8.9% |
| 30D | +14.8% | +24.9% | -10.1% | +9.9% |
| 3M | +21.2% | +22.6% | -1.4% | +15.7% |
| 6M | +18.3% | +24.2% | -5.9% | +11.8% |
| YTD | +5.4% | -33.0% | +38.3% | +11.2% |
| 1Y | +8.3% | -13.3% | +21.6% | +8.5% |
| 3Y | +44.2% | -42.9% | +87.1% | +51.7% |
| 5Y | -28.0% | -80.8% | +52.9% | -12.5% |
| 10Y | +39.6% | +122.5% | -82.9% | +4.2% |
| All | +232.0% | +899.0% | -667.0% | +120.8% |
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