+4.8%
DASH vs EPAM
-58.1%
+62.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.5% |
| 7D | +17.2% | +0.8% | +16.3% | +16.8% |
| 30D | +3.6% | +24.9% | -21.4% | -4.1% |
| 3M | -1.9% | +22.6% | -24.4% | -9.6% |
| 6M | +15.1% | +24.2% | -9.1% | +4.5% |
| YTD | -12.3% | -33.0% | +20.6% | -2.7% |
| 1Y | -17.2% | -13.3% | -3.9% | -16.3% |
| 3Y | +114.7% | -42.9% | +157.6% | +136.0% |
| 5Y | -4.3% | -80.8% | +76.6% | +44.6% |
| All | +4.8% | -58.1% | +62.9% | +19.8% |
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 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