+270.8%
DG vs EPAM
+1,058.6%
-787.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.7% |
| 7D | +1.1% | +13.4% | -12.3% | -0.4% |
| 30D | +9.5% | +47.1% | -37.6% | +5.2% |
| 3M | +5.5% | +71.2% | -65.7% | -0.3% |
| 6M | +16.1% | +48.9% | -32.8% | +10.7% |
| YTD | +2.7% | -22.2% | +24.9% | +3.6% |
| 1Y | +42.1% | -5.2% | +47.3% | +40.7% |
| 3Y | +19.3% | -34.9% | +54.2% | +20.2% |
| 5Y | -35.3% | -77.4% | +42.1% | -29.5% |
| 10Y | +123.9% | +158.1% | -34.2% | +79.7% |
| All | +270.8% | +1,058.6% | -787.8% | +179.1% |
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