+55.0%
DDOG vs EPAM
-81.9%
+136.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.1% |
| 7D | -10.1% | +2.0% | -12.1% | -10.8% |
| 30D | -24.8% | +6.5% | -31.3% | -26.5% |
| 3M | -12.6% | +19.9% | -32.5% | -19.1% |
| 6M | +79.9% | -16.9% | +96.9% | +91.3% |
| YTD | +56.6% | -42.9% | +99.5% | +91.4% |
| 1Y | +61.6% | -30.4% | +92.0% | +82.3% |
| 3Y | +117.9% | -54.7% | +172.6% | +173.5% |
| All | +55.0% | -81.9% | +136.9% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling