+128.9%
DPZ vs EPAM
+180.9%
-52.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +20.6% | -20.4% | -3.0% |
| 7D | +9.5% | +23.0% | -13.5% | +5.5% |
| 30D | +12.8% | +51.6% | -38.8% | +4.9% |
| 3M | -6.2% | +50.8% | -57.1% | -13.0% |
| 6M | +4.3% | +51.1% | -46.9% | -3.8% |
| YTD | -16.6% | -19.1% | +2.5% | -15.8% |
| 1Y | -12.8% | +3.0% | -15.8% | -15.4% |
| 3Y | -0.8% | -31.2% | +30.3% | -0.3% |
| 5Y | -25.8% | -76.5% | +50.7% | -14.3% |
| All | +128.9% | +180.9% | -52.1% | +57.0% |
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