+249.6%
DHR vs EPAM
+170.1%
+79.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.6% |
| 7D | -0.9% | +13.4% | -14.2% | -4.2% |
| 30D | +5.4% | +47.1% | -41.7% | -4.2% |
| 3M | +15.3% | +71.2% | -55.8% | +0.9% |
| 6M | +32.1% | +48.9% | -16.8% | +17.8% |
| YTD | +1.2% | -22.2% | +23.4% | +3.9% |
| 1Y | +10.1% | -5.2% | +15.3% | +7.7% |
| 3Y | +19.9% | -34.9% | +54.8% | +22.9% |
| 5Y | -8.8% | -77.4% | +68.6% | +15.7% |
| All | +249.6% | +170.1% | +79.5% | +102.4% |
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