+2,876.0%
DELL vs EPAM
+158.4%
+2,717.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +17.1% | -1.1% | +18.3% | +17.2% |
| 30D | -35.1% | +41.8% | -76.9% | -41.1% |
| 3M | -23.3% | +63.4% | -86.6% | -33.1% |
| 6M | +55.8% | +72.2% | -16.4% | +32.2% |
| YTD | +198.0% | -20.0% | +218.0% | +203.7% |
| 1Y | +166.6% | -9.0% | +175.6% | +162.4% |
| 3Y | +427.6% | -30.4% | +458.0% | +432.3% |
| 5Y | +630.6% | -75.6% | +706.2% | +822.2% |
| All | +2,876.0% | +158.4% | +2,717.5% | +1,298.3% |
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