+13.0%
DOC vs EPAM
+899.0%
-886.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +8.7% | +0.8% | +7.9% | +8.6% |
| 30D | +7.6% | +24.9% | -17.3% | +3.7% |
| 3M | -5.3% | +22.6% | -27.8% | -8.8% |
| 6M | +27.6% | +24.2% | +3.4% | +21.6% |
| YTD | +32.4% | -33.0% | +65.4% | +38.7% |
| 1Y | +22.9% | -13.3% | +36.2% | +23.0% |
| 3Y | +43.1% | -42.9% | +86.0% | +49.7% |
| 5Y | -21.4% | -80.8% | +59.4% | -6.4% |
| 10Y | +16.8% | +122.5% | -105.7% | -6.9% |
| All | +13.0% | +899.0% | -886.0% | -21.5% |
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