+889.5%
DHR vs EPAM
+751.2%
+138.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -3.9% | +2.0% | -5.8% | -4.3% |
| 30D | +4.0% | +6.5% | -2.5% | +2.3% |
| 3M | +11.5% | +19.9% | -8.4% | +6.5% |
| 6M | +1.9% | -16.9% | +18.8% | +4.5% |
| YTD | -8.9% | -42.9% | +34.0% | 0.0% |
| 1Y | +5.1% | -30.4% | +35.5% | +10.4% |
| 3Y | -10.3% | -54.7% | +44.4% | -0.5% |
| 5Y | -27.8% | -81.8% | +54.0% | -10.2% |
| 10Y | +203.6% | +65.5% | +138.2% | +145.8% |
| All | +889.5% | +751.2% | +138.3% | +553.3% |
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