+365.0%
DDOG vs EPAM
-10.5%
+375.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +20.6% | -28.1% | -16.0% |
| 7D | -34.3% | +23.0% | -57.3% | -41.2% |
| 30D | -37.2% | +51.6% | -88.8% | -48.9% |
| 3M | -38.3% | +50.8% | -89.2% | -49.8% |
| 6M | +19.8% | +51.1% | -31.3% | -4.1% |
| YTD | +28.4% | -19.1% | +47.5% | +34.1% |
| 1Y | +12.7% | +3.0% | +9.7% | +5.8% |
| 3Y | +112.8% | -31.2% | +144.0% | +121.7% |
| 5Y | -5.9% | -76.5% | +70.6% | +55.5% |
| All | +365.0% | -10.5% | +375.5% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling