+119.3%
DG vs EPAM
+163.7%
-44.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +0.7% | +9.1% | -8.4% | -0.5% |
| 30D | +7.4% | +38.5% | -31.1% | +3.3% |
| 3M | +8.5% | +61.0% | -52.4% | +2.6% |
| 6M | +21.9% | +58.0% | -36.2% | +14.9% |
| YTD | +4.9% | -23.5% | +28.4% | +6.2% |
| 1Y | +40.4% | -10.5% | +50.9% | +39.7% |
| 3Y | +23.5% | -33.8% | +57.3% | +24.3% |
| 5Y | -32.3% | -78.1% | +45.8% | -22.2% |
| 10Y | +119.3% | +157.7% | -38.4% | +31.2% |
| All | +119.3% | +163.7% | -44.4% | +31.2% |
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