-10.8%
DOW vs EPAM
-31.0%
+20.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.7% | -2.5% |
| 7D | -2.4% | +2.0% | -4.3% | -2.8% |
| 30D | +0.4% | +6.5% | -6.1% | -1.5% |
| 3M | -14.4% | +19.9% | -34.3% | -18.5% |
| 6M | -7.0% | -16.9% | +10.0% | -4.7% |
| YTD | +30.2% | -42.9% | +73.1% | +43.7% |
| 1Y | +29.2% | -30.4% | +59.6% | +36.1% |
| 3Y | -36.7% | -54.7% | +18.0% | -29.3% |
| 5Y | -37.7% | -81.8% | +44.1% | -18.5% |
| All | -10.8% | -31.0% | +20.2% | -43.1% |
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