+188.1%
DVA vs EPAM
+157.4%
+30.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -8.8% | +2.4% | -11.2% | -9.1% |
| 30D | -3.4% | +42.3% | -45.7% | -8.0% |
| 3M | -2.6% | +60.7% | -63.2% | -8.8% |
| 6M | -11.9% | +80.5% | -92.4% | -19.2% |
| YTD | +53.6% | -20.4% | +74.0% | +54.8% |
| 1Y | +41.9% | -9.6% | +51.5% | +40.0% |
| 3Y | +97.5% | -30.5% | +128.0% | +97.8% |
| 5Y | +65.0% | -75.7% | +140.7% | +90.6% |
| All | +188.1% | +157.4% | +30.7% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling