+215.5%
DD vs EPAM
+751.2%
-535.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.8% |
| 7D | -3.5% | +2.0% | -5.5% | -3.9% |
| 30D | -10.3% | +6.5% | -16.8% | -11.8% |
| 3M | -7.5% | +19.9% | -27.5% | -11.8% |
| 6M | -8.0% | -16.9% | +8.9% | -5.9% |
| YTD | +10.5% | -42.9% | +53.3% | +21.1% |
| 1Y | +38.3% | -30.4% | +68.6% | +44.8% |
| 3Y | +42.5% | -54.7% | +97.2% | +58.7% |
| 5Y | +60.2% | -81.8% | +142.0% | +99.2% |
| 10Y | +68.9% | +65.5% | +3.4% | +25.8% |
| All | +215.5% | +751.2% | -535.7% | +90.7% |
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 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