+87.8%
DT vs EPAM
-15.9%
+103.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.1% | +2.4% | +0.7% | +2.2% |
| 30D | -29.5% | +42.3% | -71.9% | -39.0% |
| 3M | -11.7% | +60.7% | -72.4% | -27.2% |
| 6M | +29.0% | +80.5% | -51.5% | 0.0% |
| YTD | +3.4% | -20.4% | +23.7% | +7.4% |
| 1Y | -4.2% | -9.6% | +5.4% | -5.2% |
| 3Y | -12.8% | -30.5% | +17.6% | -11.1% |
| 5Y | -39.6% | -75.7% | +36.1% | -9.0% |
| All | +87.8% | -15.9% | +103.8% | +33.5% |
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