+125.1%
DDOG vs EPAM
-33.7%
+158.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.7% |
| 7D | -23.9% | +13.4% | -37.3% | -27.6% |
| 30D | -34.0% | +47.1% | -81.1% | -43.0% |
| 3M | -21.9% | +71.2% | -93.1% | -36.7% |
| 6M | +24.6% | +48.9% | -24.3% | +6.1% |
| YTD | +31.7% | -22.2% | +53.9% | +39.9% |
| 1Y | -6.2% | -5.2% | -1.0% | -6.7% |
| 3Y | +125.1% | -34.9% | +160.0% | +144.5% |
| All | +125.1% | -33.7% | +158.8% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling