+247.9%
DHR vs EPAM
+163.7%
+84.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.5% |
| 7D | +3.1% | +9.1% | -5.9% | +0.5% |
| 30D | +7.0% | +38.5% | -31.5% | -1.4% |
| 3M | +15.0% | +61.0% | -45.9% | +2.1% |
| 6M | +37.9% | +58.0% | -20.1% | +21.2% |
| YTD | +3.3% | -23.5% | +26.8% | +6.4% |
| 1Y | +12.8% | -10.5% | +23.4% | +11.9% |
| 3Y | +22.4% | -33.8% | +56.2% | +25.0% |
| 5Y | -9.1% | -78.1% | +69.1% | +16.4% |
| 10Y | +247.9% | +157.7% | +90.2% | +102.0% |
| All | +247.9% | +163.7% | +84.3% | +102.0% |
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 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