+34.5%
DBX vs EPAM
-33.7%
+68.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.2% |
| 7D | -4.4% | +13.4% | -17.8% | -7.7% |
| 30D | +4.8% | +47.1% | -42.3% | -5.6% |
| 3M | +0.3% | +71.2% | -70.8% | -13.0% |
| 6M | +40.4% | +48.9% | -8.5% | +24.5% |
| YTD | +24.7% | -22.2% | +46.9% | +27.0% |
| 1Y | +20.9% | -5.2% | +26.1% | +17.1% |
| 3Y | +34.5% | -34.9% | +69.4% | +35.0% |
| All | +34.5% | -33.7% | +68.2% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling