+18.3%
DBX vs EPAM
-32.1%
+50.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.8% |
| 7D | -2.4% | +2.0% | -4.4% | -2.9% |
| 30D | -0.5% | +6.5% | -7.0% | -2.5% |
| 3M | +28.1% | +19.9% | +8.1% | +20.7% |
| 6M | +33.1% | -16.9% | +50.0% | +34.2% |
| YTD | +25.3% | -42.9% | +68.2% | +33.8% |
| 1Y | +18.3% | -30.4% | +48.7% | +18.4% |
| All | +18.3% | -32.1% | +50.5% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling