+1,207.2%
DPZ vs EPAM
+899.0%
+308.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | -6.8% | +22.6% | -29.3% | -10.1% |
| 6M | +4.4% | +24.2% | -19.8% | 0.0% |
| YTD | -16.8% | -33.0% | +16.1% | -13.2% |
| 1Y | -14.5% | -13.3% | -1.1% | -14.3% |
| 3Y | -1.1% | -42.9% | +41.8% | +2.8% |
| 5Y | -28.0% | -80.8% | +52.9% | -15.9% |
| 10Y | +130.2% | +122.5% | +7.7% | +75.3% |
| All | +1,207.2% | +899.0% | +308.2% | +759.2% |
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