+208.4%
DHR vs EPAM
+65.2%
+143.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +0.2% | +18.4% | -18.1% | -3.6% |
| 3M | +12.1% | +19.2% | -7.2% | +6.4% |
| 6M | +5.4% | -21.0% | +26.4% | +9.8% |
| YTD | -10.0% | -43.7% | +33.7% | +0.5% |
| 1Y | +4.1% | -29.9% | +34.0% | +9.9% |
| 3Y | -5.2% | -56.5% | +51.4% | +7.8% |
| 5Y | -28.2% | -81.7% | +53.5% | -5.2% |
| 10Y | +208.4% | +64.5% | +143.9% | +103.7% |
| All | +208.4% | +65.2% | +143.2% | +103.7% |
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