+117.6%
DT vs EPAM
-39.7%
+157.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.8% |
| 7D | -3.3% | +2.0% | -5.2% | -4.0% |
| 30D | +2.0% | +6.5% | -4.5% | -0.9% |
| 3M | +20.0% | +19.9% | +0.1% | +10.4% |
| 6M | +39.3% | -16.9% | +56.2% | +46.6% |
| YTD | +19.8% | -42.9% | +62.6% | +43.2% |
| 1Y | +4.3% | -30.4% | +34.7% | +15.2% |
| 3Y | +7.7% | -54.7% | +62.4% | +31.2% |
| 5Y | -26.8% | -81.8% | +55.0% | +23.2% |
| All | +117.6% | -39.7% | +157.3% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling