+167.2%
EPAM vs DAR
+269.9%
-102.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.2% |
| 7D | +18.8% | -3.8% | +22.6% | +19.9% |
| 30D | +44.9% | -14.4% | +59.4% | +51.0% |
| 3M | +68.6% | -17.9% | +86.5% | +77.1% |
| 6M | +65.4% | -18.3% | +83.7% | +72.5% |
| YTD | -19.9% | +43.2% | -63.1% | -31.2% |
| 1Y | -10.0% | +57.7% | -67.7% | -25.5% |
| 3Y | -30.3% | +22.7% | -53.0% | -40.7% |
| 5Y | -75.7% | -34.0% | -41.6% | -75.0% |
| 10Y | +167.2% | +279.5% | -112.3% | +28.3% |
| All | +167.2% | +269.9% | -102.7% | +28.3% |
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