+373.3%
DXCM vs EPAM
+158.4%
+214.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -4.3% | +41.8% | -46.2% | -13.8% |
| 3M | -10.4% | +63.4% | -73.7% | -22.6% |
| 6M | +33.1% | +72.2% | -39.1% | +12.0% |
| YTD | +22.6% | -20.0% | +42.7% | +25.5% |
| 1Y | +36.5% | -9.0% | +45.6% | +34.6% |
| 3Y | -13.5% | -30.4% | +16.9% | -13.1% |
| 5Y | -49.6% | -75.6% | +25.9% | -32.9% |
| All | +373.3% | +158.4% | +214.8% | +86.6% |
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