+82.3%
DT vs EPAM
-15.4%
+97.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -2.7% |
| 7D | -7.5% | +18.8% | -26.3% | -14.3% |
| 30D | -31.5% | +44.9% | -76.5% | -41.1% |
| 3M | -14.0% | +68.6% | -82.6% | -30.4% |
| 6M | +6.9% | +65.4% | -58.6% | -14.2% |
| YTD | +0.3% | -19.9% | +20.2% | +4.1% |
| 1Y | -6.9% | -10.0% | +3.1% | -7.7% |
| 3Y | -13.9% | -30.3% | +16.4% | -12.3% |
| 5Y | -39.9% | -75.7% | +35.7% | -9.4% |
| All | +82.3% | -15.4% | +97.8% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling