-47.3%
DOCS vs EPAM
-15.2%
-32.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | +1.2% | +0.8% | +0.4% | +0.8% |
| 30D | +21.3% | +24.9% | -3.6% | +11.1% |
| 3M | +58.4% | +22.6% | +35.8% | +44.0% |
| 6M | +39.3% | +24.2% | +15.1% | +22.8% |
| YTD | -21.7% | -33.0% | +11.3% | -25.9% |
| 1Y | -47.3% | -13.3% | -34.0% | -42.8% |
| All | -47.3% | -15.2% | -32.1% | -42.8% |
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