+391.0%
DDOG vs EPAM
-12.1%
+403.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | -2.3% | +18.5% | -20.8% | -10.9% |
| 30D | -35.8% | +44.0% | -79.9% | -46.6% |
| 3M | -25.3% | +63.0% | -88.3% | -41.7% |
| 6M | -8.9% | +67.3% | -76.1% | -30.1% |
| YTD | +35.6% | -20.5% | +56.1% | +42.4% |
| 1Y | -6.8% | -9.6% | +2.8% | -7.7% |
| 3Y | +77.9% | -30.8% | +108.7% | +84.6% |
| 5Y | -3.1% | -75.6% | +72.5% | +55.6% |
| All | +391.0% | -12.1% | +403.1% | +241.8% |
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