+164.6%
DOCN vs EPAM
-68.7%
+233.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.8% |
| 7D | +1.1% | +2.0% | -0.8% | +0.3% |
| 30D | -9.6% | +6.5% | -16.2% | -13.0% |
| 3M | -37.7% | +19.9% | -57.6% | -44.4% |
| 6M | +115.2% | -16.9% | +132.1% | +123.3% |
| YTD | +133.7% | -42.9% | +176.6% | +183.5% |
| 1Y | +250.2% | -30.4% | +280.5% | +285.4% |
| 3Y | +320.3% | -54.7% | +375.0% | +444.5% |
| 5Y | +53.1% | -81.8% | +134.9% | +229.2% |
| All | +164.6% | -68.7% | +233.3% | +307.9% |
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 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