+85.5%
DT vs EPAM
-16.1%
+101.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -5.4% | +18.5% | -24.0% | -12.3% |
| 30D | -32.2% | +44.0% | -76.2% | -41.6% |
| 3M | -10.9% | +63.0% | -73.9% | -27.0% |
| 6M | +10.0% | +67.3% | -57.3% | -12.1% |
| YTD | +2.1% | -20.5% | +22.6% | +6.2% |
| 1Y | -5.5% | -9.6% | +4.1% | -6.5% |
| 3Y | -12.4% | -30.8% | +18.4% | -10.5% |
| 5Y | -39.7% | -75.6% | +35.9% | -9.3% |
| All | +85.5% | -16.1% | +101.6% | +31.9% |
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