+54.3%
DOCN vs EPAM
+4.5%
+49.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +20.6% | -36.5% | -12.0% |
| 7D | -29.3% | +23.0% | -52.3% | -25.9% |
| 30D | -46.0% | +51.6% | -97.6% | -42.7% |
| 3M | -43.2% | +50.8% | -94.0% | -39.5% |
| 6M | -53.7% | +51.1% | -104.9% | -48.2% |
| YTD | +46.9% | -19.1% | +66.0% | +102.0% |
| 1Y | +54.3% | +3.0% | +51.4% | +59.6% |
| All | +54.3% | +4.5% | +49.8% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling