+11.7%
DASH vs EPAM
-64.3%
+76.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.3% | -3.8% |
| 7D | -10.6% | +2.0% | -12.5% | -11.2% |
| 30D | +2.2% | +6.5% | -4.4% | -0.9% |
| 3M | +32.3% | +19.9% | +12.3% | +22.0% |
| 6M | +19.1% | -16.9% | +36.1% | +24.7% |
| YTD | -6.5% | -42.9% | +36.4% | +10.0% |
| 1Y | -14.9% | -30.4% | +15.5% | -7.2% |
| 3Y | +151.9% | -54.7% | +206.7% | +202.0% |
| 5Y | +9.4% | -81.8% | +91.3% | +66.2% |
| All | +11.7% | -64.3% | +76.1% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling