+102.9%
DAL vs EPAM
-77.4%
+180.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.0% | +3.0% |
| 7D | +8.8% | +13.4% | -4.6% | +5.0% |
| 30D | +5.4% | +47.1% | -41.7% | -4.4% |
| 3M | -4.9% | +71.2% | -76.1% | -17.2% |
| 6M | +19.8% | +48.9% | -29.1% | +6.5% |
| YTD | +27.0% | -22.2% | +49.2% | +31.2% |
| 1Y | +52.5% | -5.2% | +57.6% | +49.8% |
| 3Y | +173.8% | -34.9% | +208.8% | +182.5% |
| All | +102.9% | -77.4% | +180.3% | +134.8% |
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