+13.8%
DBX vs EPAM
+41.1%
-27.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.2% | -1.8% |
| 7D | -7.3% | +18.8% | -26.1% | -12.2% |
| 30D | -5.7% | +44.9% | -50.7% | -15.5% |
| 3M | -6.3% | +68.6% | -74.9% | -19.6% |
| 6M | +12.1% | +65.4% | -53.3% | -4.0% |
| YTD | +16.5% | -19.9% | +36.4% | +19.6% |
| 1Y | +6.1% | -10.0% | +16.1% | +5.2% |
| 3Y | +21.8% | -30.3% | +52.0% | +23.9% |
| 5Y | +19.1% | -75.7% | +94.8% | +56.8% |
| All | +13.8% | +41.1% | -27.3% | -48.9% |
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