-50.3%
DOCS vs EPAM
-77.6%
+27.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.0% |
| 7D | -1.4% | +2.0% | -3.4% | -2.0% |
| 30D | +21.8% | +6.5% | +15.3% | +19.2% |
| 3M | +27.3% | +19.9% | +7.4% | +19.4% |
| 6M | -0.3% | -16.9% | +16.6% | +4.2% |
| YTD | -40.5% | -42.9% | +2.4% | -31.4% |
| 1Y | -61.5% | -30.4% | -31.2% | -58.5% |
| 3Y | +8.2% | -54.7% | +62.9% | +27.5% |
| 5Y | -73.4% | -81.8% | +8.4% | -61.4% |
| All | -50.3% | -77.6% | +27.3% | -22.5% |
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 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