-30.5%
EPAM vs DAR
+33.7%
-64.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.5% |
| 7D | +2.4% | +11.6% | -9.1% | +1.3% |
| 30D | +42.3% | -10.2% | +52.6% | +44.1% |
| 3M | +60.7% | -14.8% | +75.5% | +63.4% |
| 6M | +80.5% | -10.1% | +90.6% | +81.6% |
| YTD | -20.4% | +55.5% | -75.9% | -28.2% |
| 1Y | -9.6% | +61.7% | -71.3% | -19.3% |
| 3Y | -30.5% | +37.2% | -67.6% | -39.1% |
| All | -30.5% | +33.7% | -64.2% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling