+35.9%
DRI vs EPAM
-7.6%
+43.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.7% |
| 7D | +4.2% | +18.8% | -14.6% | +3.3% |
| 30D | +15.7% | +44.9% | -29.3% | +13.4% |
| 3M | +5.8% | +68.6% | -62.8% | +3.0% |
| 6M | +18.4% | +65.4% | -47.0% | +15.4% |
| YTD | +28.2% | -19.9% | +48.1% | +24.9% |
| 1Y | +35.9% | -10.0% | +45.9% | +29.3% |
| All | +35.9% | -7.6% | +43.5% | +29.3% |
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