+155.0%
DPZ vs EPAM
+65.3%
+89.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -8.2% |
| 3M | +11.6% | +19.9% | -8.3% | +7.8% |
| 6M | -15.2% | -16.9% | +1.8% | -13.4% |
| YTD | -17.2% | -42.9% | +25.6% | -11.1% |
| 1Y | -24.8% | -30.4% | +5.5% | -22.0% |
| 3Y | -8.7% | -54.7% | +46.1% | -1.2% |
| 5Y | -28.9% | -81.8% | +52.9% | -14.5% |
| All | +155.0% | +65.3% | +89.7% | +91.9% |
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 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