+102.6%
DOCU vs EPAM
+19.1%
+83.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -3.7% | +0.8% | -4.5% | -4.2% |
| 30D | +15.0% | +24.9% | -10.0% | +3.7% |
| 3M | +39.9% | +22.6% | +17.3% | +26.2% |
| 6M | +66.2% | +24.2% | +42.0% | +47.7% |
| YTD | +17.7% | -33.0% | +50.6% | +36.9% |
| 1Y | +13.7% | -13.3% | +27.0% | +17.2% |
| 3Y | +95.9% | -42.9% | +138.8% | +127.3% |
| 5Y | -71.7% | -80.8% | +9.2% | -46.3% |
| All | +102.6% | +19.1% | +83.5% | +17.8% |
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