+324.3%
DOCN vs EPAM
-54.6%
+378.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.6% |
| 7D | +1.1% | +2.0% | -0.8% | +0.4% |
| 30D | -9.6% | +6.5% | -16.2% | -12.3% |
| 3M | -37.7% | +19.9% | -57.6% | -43.2% |
| 6M | +115.2% | -16.9% | +132.1% | +130.7% |
| YTD | +133.7% | -42.9% | +176.6% | +199.6% |
| 1Y | +250.2% | -30.4% | +280.5% | +300.0% |
| All | +324.3% | -54.6% | +378.8% | +444.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling