+33.9%
DVA vs EPAM
-32.1%
+66.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -2.3% |
| 7D | +2.2% | -0.9% | +3.1% | +2.1% |
| 30D | -2.0% | +18.4% | -20.4% | -0.5% |
| 3M | -6.3% | +19.2% | -25.5% | -4.7% |
| 6M | +19.4% | -21.0% | +40.4% | +10.5% |
| YTD | +58.5% | -43.7% | +102.2% | +32.7% |
| 1Y | +33.9% | -29.9% | +63.7% | +7.2% |
| All | +33.9% | -32.1% | +66.0% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling