-24.8%
DPZ vs EPAM
-32.1%
+7.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.3% |
| 7D | -2.5% | +2.0% | -4.5% | -2.9% |
| 30D | -7.0% | +6.5% | -13.5% | -8.1% |
| 3M | +11.6% | +19.9% | -8.3% | +7.0% |
| 6M | -15.2% | -16.9% | +1.8% | -16.9% |
| YTD | -17.2% | -42.9% | +25.6% | -16.3% |
| 1Y | -24.8% | -30.4% | +5.5% | -25.1% |
| All | -24.8% | -32.1% | +7.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling