+66.4%
DOCN vs EPAM
-55.7%
+122.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +20.6% | -36.5% | -23.1% |
| 7D | -29.3% | +23.0% | -52.3% | -36.1% |
| 30D | -46.0% | +51.6% | -97.6% | -55.3% |
| 3M | -43.2% | +50.8% | -94.0% | -53.7% |
| 6M | -53.7% | +51.1% | -104.9% | -63.5% |
| YTD | +46.9% | -19.1% | +66.0% | +50.8% |
| 1Y | +54.3% | +3.0% | +51.4% | +41.2% |
| 3Y | +185.5% | -31.2% | +216.7% | +202.1% |
| 5Y | -31.1% | -76.5% | +45.4% | +33.8% |
| All | +66.4% | -55.7% | +122.0% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling