+19.9%
DHR vs EPAM
-33.7%
+53.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.3% |
| 7D | -0.9% | +13.4% | -14.2% | -3.0% |
| 30D | +5.4% | +47.1% | -41.7% | -1.3% |
| 3M | +15.3% | +71.2% | -55.8% | +5.1% |
| 6M | +32.1% | +48.9% | -16.8% | +22.0% |
| YTD | +1.2% | -22.2% | +23.4% | +4.4% |
| 1Y | +10.1% | -5.2% | +15.3% | +9.3% |
| 3Y | +19.9% | -34.9% | +54.8% | +16.9% |
| All | +19.9% | -33.7% | +53.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling