+111.8%
DG vs EPAM
+168.6%
-56.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | 0.0% |
| 7D | +5.2% | +18.8% | -13.6% | +3.0% |
| 30D | +7.9% | +44.9% | -37.0% | +3.3% |
| 3M | +12.7% | +68.6% | -55.9% | +6.0% |
| 6M | +22.4% | +65.4% | -43.0% | +14.8% |
| YTD | +5.4% | -19.9% | +25.3% | +6.1% |
| 1Y | +39.4% | -10.0% | +49.4% | +38.6% |
| 3Y | +24.1% | -30.3% | +54.4% | +24.2% |
| 5Y | -32.2% | -75.7% | +43.5% | -23.6% |
| 10Y | +111.8% | +167.2% | -55.4% | +28.0% |
| All | +111.8% | +168.6% | -56.8% | +28.0% |
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