+98.6%
DOCU vs EPAM
+43.7%
+54.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -11.2% |
| 7D | -3.2% | +23.0% | -26.2% | -13.2% |
| 30D | +15.7% | +51.6% | -35.9% | -5.8% |
| 3M | +37.3% | +50.8% | -13.5% | +11.1% |
| 6M | +63.1% | +51.1% | +12.0% | +30.8% |
| YTD | +15.4% | -19.1% | +34.5% | +21.6% |
| 1Y | +11.3% | +3.0% | +8.3% | +4.7% |
| 3Y | +92.1% | -31.2% | +123.2% | +101.8% |
| 5Y | -70.5% | -76.5% | +6.0% | -49.8% |
| All | +98.6% | +43.7% | +54.9% | +4.6% |
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