+41.7%
DTE vs EPAM
-77.7%
+119.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.2% |
| 7D | -0.3% | +13.4% | -13.7% | -0.5% |
| 30D | +6.2% | +47.1% | -40.9% | +5.4% |
| 3M | -2.6% | +71.2% | -73.8% | -3.7% |
| 6M | -3.5% | +48.9% | -52.5% | -4.4% |
| YTD | +7.4% | -22.2% | +29.6% | +8.0% |
| 1Y | +4.2% | -5.2% | +9.4% | +4.1% |
| 3Y | +51.7% | -34.9% | +86.7% | +52.5% |
| All | +41.7% | -77.7% | +119.4% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling