+6.6%
DBX vs EPAM
-10.0%
+16.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -8.1% | +18.5% | -26.7% | -12.2% |
| 30D | -4.9% | +44.0% | -48.9% | -14.1% |
| 3M | -2.7% | +63.0% | -65.7% | -14.9% |
| 6M | +25.2% | +67.3% | -42.1% | +7.3% |
| YTD | +19.3% | -20.5% | +39.8% | +14.6% |
| 1Y | +6.6% | -9.6% | +16.2% | -2.1% |
| All | +6.6% | -10.0% | +16.7% | -2.1% |
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