+375.1%
DDOG vs EPAM
-11.4%
+386.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -2.6% |
| 7D | -19.1% | +18.8% | -37.9% | -26.2% |
| 30D | -39.2% | +44.9% | -84.1% | -49.6% |
| 3M | -31.6% | +68.6% | -100.2% | -47.4% |
| 6M | -10.9% | +65.4% | -76.3% | -31.2% |
| YTD | +31.2% | -19.9% | +51.1% | +37.4% |
| 1Y | -10.7% | -10.0% | -0.7% | -11.3% |
| 3Y | +72.1% | -30.3% | +102.4% | +78.0% |
| 5Y | -5.5% | -75.7% | +70.2% | +52.2% |
| All | +375.1% | -11.4% | +386.5% | +229.7% |
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