+40.5%
DVA vs EPAM
-81.9%
+122.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +1.8% | +2.0% | -0.1% | +1.7% |
| 30D | -2.5% | +6.5% | -9.0% | -3.0% |
| 3M | -4.3% | +19.9% | -24.2% | -5.5% |
| 6M | +18.9% | -16.9% | +35.8% | +19.7% |
| YTD | +61.9% | -42.9% | +104.8% | +66.2% |
| 1Y | +35.7% | -30.4% | +66.1% | +36.5% |
| 3Y | +78.6% | -54.7% | +133.4% | +83.9% |
| All | +40.5% | -81.9% | +122.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling