+267.5%
DG vs EPAM
+751.2%
-483.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.7% |
| 7D | +8.4% | +2.0% | +6.4% | +8.2% |
| 30D | +4.9% | +6.5% | -1.6% | +4.1% |
| 3M | +29.3% | +19.9% | +9.4% | +26.5% |
| 6M | -11.3% | -16.9% | +5.7% | -10.2% |
| YTD | +1.8% | -42.9% | +44.6% | +6.2% |
| 1Y | +25.3% | -30.4% | +55.7% | +28.1% |
| 3Y | +9.1% | -54.7% | +63.8% | +14.3% |
| 5Y | -34.9% | -81.8% | +46.9% | -27.7% |
| 10Y | +108.2% | +65.5% | +42.7% | +74.2% |
| All | +267.5% | +751.2% | -483.7% | +186.0% |
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 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