-14.0%
EPAM vs DAR
+60.0%
-74.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.2% | -0.3% |
| 7D | +9.1% | -2.8% | +11.8% | +8.6% |
| 30D | +38.5% | -12.8% | +51.3% | +34.8% |
| 3M | +61.0% | -11.6% | +72.5% | +57.3% |
| 6M | +58.0% | -16.8% | +74.8% | +53.3% |
| YTD | -23.5% | +45.9% | -69.4% | -20.4% |
| All | -14.0% | +60.0% | -74.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling