-8.1%
DT vs EPAM
-33.7%
+25.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.3% |
| 7D | -24.7% | +13.4% | -38.1% | -27.4% |
| 30D | -27.4% | +47.1% | -74.4% | -34.8% |
| 3M | -11.1% | +71.2% | -82.3% | -23.6% |
| 6M | +13.7% | +48.9% | -35.2% | +0.2% |
| YTD | +0.2% | -22.2% | +22.5% | +3.6% |
| 1Y | -5.7% | -5.2% | -0.5% | -7.1% |
| 3Y | -8.1% | -34.9% | +26.8% | -5.3% |
| All | -8.1% | -33.7% | +25.6% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling