+163.4%
EPAM vs DAR
+311.7%
-148.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.7% |
| 7D | +2.4% | +11.6% | -9.1% | -1.0% |
| 30D | +42.3% | -10.2% | +52.6% | +46.2% |
| 3M | +60.7% | -14.8% | +75.5% | +67.1% |
| 6M | +80.5% | -10.1% | +90.6% | +82.8% |
| YTD | -20.4% | +55.5% | -75.9% | -33.3% |
| 1Y | -9.6% | +61.7% | -71.3% | -25.5% |
| 3Y | -30.5% | +37.2% | -67.6% | -43.0% |
| 5Y | -75.7% | -26.9% | -48.8% | -75.8% |
| All | +163.4% | +311.7% | -148.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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