+930.3%
DE vs EPAM
+751.2%
+179.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.2% |
| 7D | +10.0% | +2.0% | +8.1% | +9.7% |
| 30D | +13.3% | +6.5% | +6.8% | +12.0% |
| 3M | +17.5% | +19.9% | -2.4% | +13.7% |
| 6M | +13.6% | -16.9% | +30.5% | +15.4% |
| YTD | +49.8% | -42.9% | +92.7% | +59.6% |
| 1Y | +47.9% | -30.4% | +78.2% | +52.3% |
| 3Y | +72.5% | -54.7% | +127.3% | +85.2% |
| 5Y | +90.2% | -81.8% | +172.0% | +122.5% |
| 10Y | +865.4% | +65.5% | +799.9% | +665.3% |
| All | +930.3% | +751.2% | +179.1% | +604.1% |
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 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