-12.8%
DT vs EPAM
-30.1%
+17.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.1% | +2.4% | +0.7% | +2.5% |
| 30D | -29.5% | +42.3% | -71.9% | -36.2% |
| 3M | -11.7% | +60.7% | -72.4% | -22.8% |
| 6M | +29.0% | +80.5% | -51.5% | +8.0% |
| YTD | +3.4% | -20.4% | +23.7% | +6.2% |
| 1Y | -4.2% | -9.6% | +5.4% | -4.5% |
| 3Y | -12.8% | -30.5% | +17.6% | -12.3% |
| All | -12.8% | -30.1% | +17.2% | -12.3% |
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