+142.3%
DVA vs EPAM
-33.7%
+176.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.6% |
| 7D | +2.1% | +13.4% | -11.3% | +1.5% |
| 30D | +8.2% | +47.1% | -38.8% | +6.5% |
| 3M | +5.9% | +71.2% | -65.3% | +3.5% |
| 6M | -1.3% | +48.9% | -50.2% | -3.4% |
| YTD | +68.4% | -22.2% | +90.7% | +67.6% |
| 1Y | +57.5% | -5.2% | +62.6% | +52.3% |
| 3Y | +142.3% | -34.9% | +177.3% | +134.0% |
| All | +142.3% | -33.7% | +176.0% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling