+62.8%
DOCS vs EPAM
-42.9%
+105.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.8% |
| 3M | +58.4% | +22.6% | +35.8% | +46.1% |
| 6M | +39.3% | +24.2% | +15.1% | +26.8% |
| YTD | -21.7% | -33.0% | +11.3% | -15.5% |
| 1Y | -47.3% | -13.3% | -34.0% | -47.9% |
| All | +62.8% | -42.9% | +105.6% | +74.0% |
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