-23.6%
DOC vs EPAM
-81.9%
+58.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -1.5% | +2.0% | -3.4% | -1.7% |
| 30D | -4.8% | +6.5% | -11.3% | -5.6% |
| 3M | +6.9% | +19.9% | -13.0% | +4.1% |
| 6M | +20.7% | -16.9% | +37.7% | +22.5% |
| YTD | +34.1% | -42.9% | +77.0% | +41.8% |
| 1Y | +22.6% | -30.4% | +53.0% | +26.2% |
| 3Y | +20.8% | -54.7% | +75.6% | +28.5% |
| All | -23.6% | -81.9% | +58.2% | -16.7% |
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