+99.9%
DD vs EPAM
+165.6%
-65.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +3.2% | +18.5% | -15.3% | -1.1% |
| 30D | +20.3% | +44.0% | -23.8% | +10.2% |
| 3M | +8.2% | +63.0% | -54.8% | -4.0% |
| 6M | +3.4% | +67.3% | -63.8% | -10.0% |
| YTD | +30.6% | -20.5% | +51.2% | +33.4% |
| 1Y | +30.6% | -9.6% | +40.3% | +29.2% |
| 3Y | +91.1% | -30.8% | +121.9% | +94.2% |
| 5Y | +68.6% | -75.6% | +144.2% | +108.0% |
| 10Y | +99.9% | +159.6% | -59.7% | +5.7% |
| All | +99.9% | +165.6% | -65.7% | +5.7% |
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