+26.0%
DBX vs EPAM
-75.7%
+101.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.3% | +2.4% | -5.7% | -3.7% |
| 30D | -5.9% | +42.3% | -48.2% | -12.9% |
| 3M | -6.7% | +60.7% | -67.3% | -15.8% |
| 6M | +28.0% | +80.5% | -52.5% | +12.3% |
| YTD | +20.6% | -20.4% | +41.0% | +22.4% |
| 1Y | +10.3% | -9.6% | +19.9% | +9.1% |
| 3Y | +24.0% | -30.5% | +54.5% | +25.0% |
| All | +26.0% | -75.7% | +101.7% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling