+28.9%
DOV vs EPAM
-75.8%
+104.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +3.4% | -1.1% | +4.5% | +3.5% |
| 30D | +8.8% | +41.8% | -33.0% | +3.4% |
| 3M | +0.9% | +63.4% | -62.4% | -6.2% |
| 6M | -2.8% | +72.2% | -75.0% | -11.3% |
| YTD | +8.1% | -20.0% | +28.1% | +10.5% |
| 1Y | +15.2% | -9.0% | +24.3% | +15.3% |
| 3Y | +64.5% | -30.4% | +94.9% | +67.1% |
| 5Y | +28.9% | -75.6% | +104.5% | +41.4% |
| All | +28.9% | -75.8% | +104.6% | +41.4% |
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