-5.7%
DT vs EPAM
-15.2%
+9.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -25.5% | +0.8% | -26.4% | -25.6% |
| 30D | -22.3% | +24.9% | -47.2% | -27.4% |
| 3M | +2.3% | +22.6% | -20.2% | -4.4% |
| 6M | +20.7% | +24.2% | -3.5% | +10.6% |
| YTD | +7.9% | -33.0% | +40.9% | +21.2% |
| 1Y | -5.7% | -13.3% | +7.6% | +1.8% |
| All | -5.7% | -15.2% | +9.5% | +1.8% |
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