+202.9%
DVA vs EPAM
+156.9%
+46.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -4.8% | +18.5% | -23.3% | -7.0% |
| 30D | +0.9% | +44.0% | -43.1% | -4.0% |
| 3M | +2.9% | +63.0% | -60.1% | -3.8% |
| 6M | -7.8% | +67.3% | -75.0% | -14.6% |
| YTD | +61.5% | -20.5% | +82.0% | +62.8% |
| 1Y | +50.1% | -9.6% | +59.7% | +48.2% |
| 3Y | +121.1% | -30.8% | +151.9% | +121.6% |
| 5Y | +72.9% | -75.6% | +148.5% | +99.6% |
| All | +202.9% | +156.9% | +46.0% | +72.5% |
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