+24.9%
DOV vs EPAM
-77.4%
+102.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.1% |
| 7D | -1.9% | +13.4% | -15.3% | -3.8% |
| 30D | +8.3% | +47.1% | -38.8% | +2.3% |
| 3M | -3.1% | +71.2% | -74.2% | -10.5% |
| 6M | -9.8% | +48.9% | -58.7% | -15.8% |
| YTD | +5.2% | -22.2% | +27.4% | +7.9% |
| 1Y | +15.3% | -5.2% | +20.5% | +14.4% |
| 3Y | +58.8% | -34.9% | +93.7% | +62.8% |
| All | +24.9% | -77.4% | +102.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 5y: compounded portfolio wealth divided by compounded EPAM 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…
5y analysis · Full analysis span regression · 6 months rolling