-21.4%
DOW vs EPAM
-30.2%
+8.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | -0.5% | +18.5% | -19.0% | -4.1% |
| 30D | +15.7% | +44.0% | -28.3% | +7.1% |
| 3M | +5.3% | +63.0% | -57.7% | -5.4% |
| 6M | -14.2% | +67.3% | -81.5% | -24.4% |
| YTD | +43.9% | -20.5% | +64.4% | +52.7% |
| 1Y | +53.1% | -9.6% | +62.7% | +56.0% |
| All | -21.4% | -30.2% | +8.8% | -26.2% |
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