+741.1%
DECK vs EPAM
+65.3%
+675.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.2% |
| 7D | -2.2% | +2.0% | -4.2% | -2.8% |
| 30D | -13.6% | +6.5% | -20.1% | -15.5% |
| 3M | -21.2% | +19.9% | -41.2% | -25.9% |
| 6M | -21.1% | -16.9% | -4.2% | -18.5% |
| YTD | -17.2% | -42.9% | +25.6% | -6.4% |
| 1Y | -30.7% | -30.4% | -0.4% | -26.3% |
| 3Y | -3.4% | -54.7% | +51.4% | +11.5% |
| 5Y | +25.5% | -81.8% | +107.4% | +74.0% |
| All | +741.1% | +65.3% | +675.8% | +514.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling