-49.1%
DXCM vs EPAM
-78.1%
+29.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | -4.4% | +9.1% | -13.4% | -6.2% |
| 30D | -3.6% | +38.5% | -42.1% | -9.6% |
| 3M | -4.3% | +61.0% | -65.3% | -12.8% |
| 6M | +33.8% | +58.0% | -24.3% | +21.4% |
| YTD | +22.1% | -23.5% | +45.6% | +24.7% |
| 1Y | +47.4% | -10.5% | +57.9% | +46.3% |
| 3Y | -12.3% | -33.8% | +21.6% | -11.3% |
| 5Y | -49.1% | -78.1% | +29.0% | -34.2% |
| All | -49.1% | -78.1% | +29.0% | -34.2% |
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