-37.4%
DOCS vs EPAM
-68.2%
+30.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +20.6% | -24.9% | -10.6% |
| 7D | -1.3% | +23.0% | -24.4% | -8.5% |
| 30D | +19.4% | +51.6% | -32.2% | +3.7% |
| 3M | +53.4% | +50.8% | +2.6% | +33.1% |
| 6M | +28.8% | +51.1% | -22.4% | +10.9% |
| YTD | -25.1% | -19.1% | -5.9% | -23.5% |
| 1Y | -48.1% | +3.0% | -51.1% | -50.9% |
| 3Y | +51.4% | -31.2% | +82.5% | +55.2% |
| 5Y | -51.1% | -76.5% | +25.4% | -32.3% |
| All | -37.4% | -68.2% | +30.8% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling