+10.4%
DBX vs EPAM
-81.9%
+92.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.9% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | -0.5% | +6.5% | -7.0% | -2.1% |
| 3M | +28.1% | +19.9% | +8.1% | +22.6% |
| 6M | +33.1% | -16.9% | +50.0% | +36.6% |
| YTD | +25.3% | -42.9% | +68.2% | +37.4% |
| 1Y | +18.3% | -30.4% | +48.7% | +24.3% |
| 3Y | +25.0% | -54.7% | +79.8% | +38.3% |
| All | +10.4% | -81.9% | +92.3% | +41.3% |
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