+54.0%
DOCN vs EPAM
-4.9%
+58.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +1.8% |
| 7D | -19.2% | +13.4% | -32.5% | -16.2% |
| 30D | -43.1% | +47.1% | -90.1% | -39.8% |
| 3M | -40.7% | +71.2% | -111.9% | -37.1% |
| 6M | -55.0% | +48.9% | -103.9% | -50.1% |
| YTD | +50.6% | -22.2% | +72.9% | +105.8% |
| 1Y | +54.0% | -5.2% | +59.1% | +63.4% |
| All | +54.0% | -4.9% | +58.9% | +63.4% |
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