+512.8%
DECK vs EPAM
+899.0%
-386.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.6% | +6.1% |
| 7D | +10.4% | +0.8% | +9.5% | +10.1% |
| 30D | +11.1% | +24.9% | -13.8% | +5.1% |
| 3M | -10.8% | +22.6% | -33.4% | -15.7% |
| 6M | -8.7% | +24.2% | -32.9% | -14.9% |
| YTD | -14.0% | -33.0% | +18.9% | -8.0% |
| 1Y | +12.0% | -13.3% | +25.3% | +12.2% |
| 3Y | -10.5% | -42.9% | +32.5% | -3.8% |
| 5Y | +28.5% | -80.8% | +109.3% | +65.4% |
| 10Y | +923.3% | +122.5% | +800.8% | +640.0% |
| All | +512.8% | +899.0% | -386.2% | +198.4% |
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