+2,871.3%
DXCM vs EPAM
+1,105.1%
+1,766.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.2% | -9.9% |
| 7D | +5.7% | +23.0% | -17.3% | -0.8% |
| 30D | +1.3% | +51.6% | -50.3% | -10.2% |
| 3M | +2.2% | +50.8% | -48.6% | -10.0% |
| 6M | +42.0% | +51.1% | -9.1% | +24.1% |
| YTD | +27.3% | -19.1% | +46.4% | +29.6% |
| 1Y | +42.5% | +3.0% | +39.5% | +35.6% |
| 3Y | -13.3% | -31.2% | +17.8% | -12.7% |
| 5Y | -46.8% | -76.5% | +29.7% | -32.8% |
| 10Y | +445.8% | +168.4% | +277.4% | +212.7% |
| All | +2,871.3% | +1,105.1% | +1,766.2% | +1,245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling