+422.0%
DINO vs EPAM
+1,058.6%
-636.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | -15.5% | +13.4% | -28.9% | -17.6% |
| 30D | -16.0% | +47.1% | -63.0% | -21.6% |
| 3M | +17.9% | +71.2% | -53.2% | +7.1% |
| 6M | +38.5% | +48.9% | -10.4% | +27.5% |
| YTD | +115.8% | -22.2% | +138.1% | +119.4% |
| 1Y | +87.1% | -5.2% | +92.3% | +83.6% |
| 3Y | +96.5% | -34.9% | +131.5% | +99.6% |
| 5Y | +249.9% | -77.4% | +327.3% | +302.7% |
| 10Y | +472.9% | +158.1% | +314.8% | +257.6% |
| All | +422.0% | +1,058.6% | -636.6% | +136.4% |
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 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