+378.3%
DDOG vs EPAM
-15.3%
+393.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | -16.9% | +9.1% | -25.9% | -21.4% |
| 30D | -38.8% | +38.5% | -77.2% | -48.2% |
| 3M | -23.2% | +61.0% | -84.2% | -39.8% |
| 6M | -10.3% | +58.0% | -68.3% | -29.4% |
| YTD | +32.1% | -23.5% | +55.5% | +41.0% |
| 1Y | -6.1% | -10.5% | +4.5% | -6.6% |
| 3Y | +79.2% | -33.8% | +113.0% | +89.6% |
| 5Y | -8.6% | -78.1% | +69.5% | +55.9% |
| All | +378.3% | -15.3% | +393.7% | +238.5% |
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