+282.6%
DG vs EPAM
+1,105.1%
-822.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +20.6% | -23.2% | -4.6% |
| 7D | +6.1% | +23.0% | -16.9% | +3.7% |
| 30D | +11.9% | +51.6% | -39.6% | +7.2% |
| 3M | +9.3% | +50.8% | -41.6% | +4.4% |
| 6M | +19.1% | +51.1% | -32.0% | +13.5% |
| YTD | +5.9% | -19.1% | +25.1% | +6.5% |
| 1Y | +39.8% | +3.0% | +36.8% | +37.3% |
| 3Y | +23.4% | -31.2% | +54.5% | +23.6% |
| 5Y | -33.3% | -76.5% | +43.2% | -27.6% |
| 10Y | +131.0% | +168.4% | -37.4% | +84.7% |
| All | +282.6% | +1,105.1% | -822.5% | +186.9% |
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