+18.7%
DOV vs EPAM
-81.9%
+100.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | -2.7% | +2.0% | -4.6% | -2.9% |
| 30D | -8.1% | +6.5% | -14.6% | -9.2% |
| 3M | -9.4% | +19.9% | -29.3% | -12.4% |
| 6M | -12.6% | -16.9% | +4.3% | -10.9% |
| YTD | -0.5% | -42.9% | +42.4% | +7.1% |
| 1Y | +9.2% | -30.4% | +39.6% | +13.4% |
| 3Y | +34.1% | -54.7% | +88.9% | +45.2% |
| All | +18.7% | -81.9% | +100.6% | +36.7% |
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