+97.7%
DOCN vs EPAM
-63.3%
+161.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -6.9% |
| 7D | -20.0% | +0.8% | -20.9% | -20.5% |
| 30D | -38.8% | +24.9% | -63.7% | -44.3% |
| 3M | -34.8% | +22.6% | -57.4% | -41.4% |
| 6M | -22.8% | +24.2% | -47.0% | -33.1% |
| YTD | +74.6% | -33.0% | +107.6% | +96.2% |
| 1Y | +116.4% | -13.3% | +129.7% | +115.4% |
| 3Y | +239.3% | -42.9% | +282.3% | +293.0% |
| 5Y | -20.2% | -80.8% | +60.6% | +71.5% |
| All | +97.7% | -63.3% | +161.0% | +182.2% |
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