+272.9%
DXCM vs EPAM
+65.3%
+207.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -3.2% | +2.0% | -5.2% | -3.7% |
| 30D | +6.3% | +6.5% | -0.2% | +3.9% |
| 3M | +21.1% | +19.9% | +1.2% | +13.8% |
| 6M | +20.6% | -16.9% | +37.5% | +24.9% |
| YTD | +32.4% | -42.9% | +75.3% | +50.4% |
| 1Y | +8.8% | -30.4% | +39.2% | +16.1% |
| 3Y | -13.7% | -54.7% | +41.0% | -1.3% |
| 5Y | -35.2% | -81.8% | +46.6% | -6.4% |
| All | +272.9% | +65.3% | +207.6% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling