+21.7%
DBX vs EPAM
+36.9%
-15.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.0% |
| 7D | -4.4% | +13.4% | -17.8% | -8.2% |
| 30D | +4.8% | +47.1% | -42.3% | -6.5% |
| 3M | +0.3% | +71.2% | -70.8% | -14.2% |
| 6M | +40.4% | +48.9% | -8.5% | +23.3% |
| YTD | +24.7% | -22.2% | +46.9% | +29.0% |
| 1Y | +20.9% | -5.2% | +26.1% | +18.2% |
| 3Y | +34.5% | -34.9% | +69.4% | +39.5% |
| 5Y | +24.6% | -77.4% | +102.0% | +68.9% |
| All | +21.7% | +36.9% | -15.2% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling