+736.0%
EPAM vs DAR
+309.5%
+426.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | +2.0% | +1.4% | +0.6% | +1.5% |
| 30D | +6.5% | +12.8% | -6.3% | +2.2% |
| 3M | +19.9% | +7.4% | +12.6% | +16.3% |
| 6M | -16.9% | +22.3% | -39.2% | -23.0% |
| YTD | -42.9% | +81.1% | -124.0% | -53.2% |
| 1Y | -30.4% | +106.5% | -136.9% | -45.8% |
| 3Y | -54.7% | +5.3% | -60.0% | -58.3% |
| 5Y | -81.8% | -11.5% | -70.3% | -82.8% |
| 10Y | +65.5% | +353.3% | -287.9% | -13.3% |
| All | +736.0% | +309.5% | +426.5% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling