+179.5%
DVA vs EPAM
+65.2%
+114.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.9% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | -2.0% | +18.4% | -20.4% | -4.2% |
| 3M | -6.3% | +19.2% | -25.5% | -8.7% |
| 6M | +19.4% | -21.0% | +40.4% | +22.1% |
| YTD | +58.5% | -43.7% | +102.2% | +67.6% |
| 1Y | +33.9% | -29.9% | +63.7% | +36.5% |
| 3Y | +88.4% | -56.5% | +145.0% | +101.7% |
| 5Y | +39.5% | -81.7% | +121.2% | +65.0% |
| 10Y | +179.5% | +64.5% | +114.9% | +84.0% |
| All | +179.5% | +65.2% | +114.2% | +84.0% |
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