+32.0%
DRI vs EPAM
-15.2%
+47.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.1% |
| 7D | +6.5% | +0.8% | +5.7% | +6.4% |
| 30D | +16.4% | +24.9% | -8.5% | +15.2% |
| 3M | +13.6% | +22.6% | -8.9% | +12.4% |
| 6M | +22.0% | +24.2% | -2.2% | +20.8% |
| YTD | +29.3% | -33.0% | +62.3% | +26.5% |
| 1Y | +32.0% | -13.3% | +45.3% | +31.4% |
| All | +32.0% | -15.2% | +47.2% | +31.4% |
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