-46.8%
DXCM vs EPAM
-77.2%
+30.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.2% | -8.0% |
| 7D | +5.7% | +23.0% | -17.3% | +1.5% |
| 30D | +1.3% | +51.6% | -50.3% | -6.5% |
| 3M | +2.2% | +50.8% | -48.6% | -6.0% |
| 6M | +42.0% | +51.1% | -9.1% | +29.8% |
| YTD | +27.3% | -19.1% | +46.4% | +28.7% |
| 1Y | +42.5% | +3.0% | +39.5% | +37.8% |
| 3Y | -13.3% | -31.2% | +17.8% | -13.0% |
| 5Y | -46.8% | -76.5% | +29.7% | -31.1% |
| All | -46.8% | -77.2% | +30.3% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling