-50.1%
DXCM vs EPAM
-77.4%
+27.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -5.3% |
| 7D | -3.5% | +13.4% | -16.9% | -6.0% |
| 30D | -5.8% | +47.1% | -52.9% | -12.6% |
| 3M | -4.3% | +71.2% | -75.5% | -13.8% |
| 6M | +31.6% | +48.9% | -17.4% | +20.6% |
| YTD | +19.6% | -22.2% | +41.9% | +21.8% |
| 1Y | +36.9% | -5.2% | +42.0% | +34.4% |
| 3Y | -16.3% | -34.9% | +18.7% | -15.1% |
| All | -50.1% | -77.4% | +27.3% | -32.6% |
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 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