+72.2%
DOCU vs EPAM
+1.5%
+70.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.8% |
| 7D | +6.9% | +2.0% | +4.9% | +5.9% |
| 30D | +19.0% | +6.5% | +12.5% | +14.7% |
| 3M | +34.3% | +19.9% | +14.4% | +21.8% |
| 6M | +48.0% | -16.9% | +64.9% | +58.3% |
| YTD | 0.0% | -42.9% | +42.9% | +25.5% |
| 1Y | -10.3% | -30.4% | +20.1% | +2.2% |
| 3Y | +32.4% | -54.7% | +87.1% | +71.2% |
| 5Y | -77.9% | -81.8% | +3.9% | -57.8% |
| All | +72.2% | +1.5% | +70.7% | +8.0% |
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 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