+105.8%
DAL vs EPAM
-81.9%
+187.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | +0.1% | +2.0% | -1.8% | -0.4% |
| 30D | -13.9% | +6.5% | -20.5% | -15.6% |
| 3M | +1.1% | +19.9% | -18.9% | -4.3% |
| 6M | +26.2% | -16.9% | +43.2% | +30.0% |
| YTD | +16.4% | -42.9% | +59.3% | +30.2% |
| 1Y | +33.9% | -30.4% | +64.2% | +42.1% |
| 3Y | +93.4% | -54.7% | +148.1% | +118.2% |
| All | +105.8% | -81.9% | +187.7% | +147.3% |
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