+62.5%
DRAM vs EPAM
+2.3%
+60.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.6% |
| 7D | -16.6% | +0.8% | -17.5% | -16.1% |
| 30D | -26.9% | +24.9% | -51.8% | -17.5% |
| 3M | -17.8% | +22.6% | -40.4% | -8.4% |
| 6M | +6.2% | +24.2% | -18.0% | +54.9% |
| All | +62.5% | +2.3% | +60.2% | +143.1% |
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