-30.3%
EPAM vs DAR
+20.8%
-51.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.8% |
| 7D | +18.8% | -3.8% | +22.6% | +19.2% |
| 30D | +44.9% | -14.4% | +59.4% | +47.3% |
| 3M | +68.6% | -17.9% | +86.5% | +71.8% |
| 6M | +65.4% | -18.3% | +83.7% | +68.3% |
| YTD | -19.9% | +43.2% | -63.1% | -27.1% |
| 1Y | -10.0% | +57.7% | -67.7% | -20.0% |
| 3Y | -30.3% | +22.7% | -53.0% | -38.1% |
| All | -30.3% | +20.8% | -51.1% | -38.1% |
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