-3.6%
DDOG vs EPAM
-75.7%
+72.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +2.9% | +2.4% | +0.4% | +1.9% |
| 30D | -31.6% | +42.3% | -74.0% | -41.6% |
| 3M | -27.0% | +60.7% | -87.6% | -40.9% |
| 6M | -10.3% | +80.5% | -90.8% | -30.8% |
| YTD | +35.4% | -20.4% | +55.8% | +41.8% |
| 1Y | -1.0% | -9.6% | +8.6% | -1.4% |
| 3Y | +76.7% | -30.5% | +107.1% | +83.0% |
| All | -3.6% | -75.7% | +72.1% | +49.9% |
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