-24.4%
DOW vs EPAM
-33.7%
+9.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.1% |
| 7D | -9.5% | +13.4% | -22.9% | -12.0% |
| 30D | +13.1% | +47.1% | -34.0% | +4.2% |
| 3M | +4.8% | +71.2% | -66.3% | -6.8% |
| 6M | -16.7% | +48.9% | -65.6% | -24.4% |
| YTD | +38.9% | -22.2% | +61.1% | +47.9% |
| 1Y | +48.3% | -5.2% | +53.5% | +48.5% |
| 3Y | -24.4% | -34.9% | +10.6% | -25.4% |
| All | -24.4% | -33.7% | +9.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling