-2.8%
DPZ vs EPAM
-42.9%
+40.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | +10.1% | +0.8% | +9.3% | +9.9% |
| 30D | +14.6% | +24.9% | -10.3% | +11.0% |
| 3M | -6.8% | +22.6% | -29.3% | -9.7% |
| 6M | +4.4% | +24.2% | -19.8% | 0.0% |
| YTD | -16.8% | -33.0% | +16.1% | -15.3% |
| 1Y | -14.5% | -13.3% | -1.1% | -15.5% |
| All | -2.8% | -42.9% | +40.0% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling