+11.3%
DOCU vs EPAM
+4.5%
+6.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +20.6% | -22.6% | -9.9% |
| 7D | -3.2% | +23.0% | -26.2% | -11.9% |
| 30D | +15.7% | +51.6% | -35.9% | -4.3% |
| 3M | +37.3% | +50.8% | -13.5% | +12.8% |
| 6M | +63.1% | +51.1% | +12.0% | +32.4% |
| YTD | +15.4% | -19.1% | +34.5% | +24.3% |
| 1Y | +11.3% | +3.0% | +8.3% | +13.6% |
| All | +11.3% | +4.5% | +6.8% | +13.6% |
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 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