-10.9%
DXCM vs EPAM
-31.1%
+20.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.2% | -7.5% |
| 7D | +5.7% | +23.0% | -17.3% | +2.1% |
| 30D | +1.3% | +51.6% | -50.3% | -5.6% |
| 3M | +2.2% | +50.8% | -48.6% | -5.1% |
| 6M | +42.0% | +51.1% | -9.1% | +30.8% |
| YTD | +27.3% | -19.1% | +46.4% | +27.4% |
| 1Y | +42.5% | +3.0% | +39.5% | +37.5% |
| All | -10.9% | -31.1% | +20.1% | -13.9% |
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