+328.4%
DVA vs EPAM
+1,093.7%
-765.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.0% | -3.9% |
| 7D | -1.6% | +18.8% | -20.4% | -3.9% |
| 30D | 0.0% | +44.9% | -44.9% | -4.8% |
| 3M | -2.4% | +68.6% | -71.0% | -9.0% |
| 6M | -9.8% | +65.4% | -75.2% | -16.1% |
| YTD | +57.8% | -19.9% | +77.7% | +58.8% |
| 1Y | +49.2% | -10.0% | +59.2% | +47.5% |
| 3Y | +116.0% | -30.3% | +146.3% | +116.3% |
| 5Y | +68.5% | -75.7% | +144.2% | +86.9% |
| 10Y | +198.9% | +167.2% | +31.7% | +116.7% |
| All | +328.4% | +1,093.7% | -765.4% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling