+98.5%
DD vs EPAM
+163.7%
-65.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +6.2% |
| 7D | +9.8% | +9.1% | +0.7% | +7.0% |
| 30D | +19.3% | +38.5% | -19.1% | +10.3% |
| 3M | +9.4% | +61.0% | -51.6% | -2.7% |
| 6M | +4.8% | +58.0% | -53.2% | -7.7% |
| YTD | +30.2% | -23.5% | +53.7% | +34.0% |
| 1Y | +32.2% | -10.5% | +42.8% | +30.9% |
| 3Y | +93.1% | -33.8% | +126.9% | +98.2% |
| 5Y | +68.0% | -78.1% | +146.1% | +114.5% |
| 10Y | +98.5% | +157.7% | -59.2% | +7.2% |
| All | +98.5% | +163.7% | -65.2% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling