+23.5%
DBX vs EPAM
-76.2%
+99.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -8.1% | +18.5% | -26.7% | -11.7% |
| 30D | -4.9% | +44.0% | -48.9% | -12.3% |
| 3M | -2.7% | +63.0% | -65.7% | -12.5% |
| 6M | +25.2% | +67.3% | -42.1% | +11.4% |
| YTD | +19.3% | -20.5% | +39.8% | +21.1% |
| 1Y | +6.6% | -9.6% | +16.2% | +5.5% |
| 3Y | +24.6% | -30.8% | +55.4% | +25.7% |
| 5Y | +23.5% | -75.6% | +99.1% | +41.2% |
| All | +23.5% | -76.2% | +99.7% | +41.2% |
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