+339.6%
DVA vs EPAM
+751.2%
-411.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | +1.8% | +2.0% | -0.1% | +1.6% |
| 30D | -2.5% | +6.5% | -9.0% | -3.4% |
| 3M | -4.3% | +19.9% | -24.2% | -6.8% |
| 6M | +18.9% | -16.9% | +35.8% | +20.6% |
| YTD | +61.9% | -42.9% | +104.8% | +70.6% |
| 1Y | +35.7% | -30.4% | +66.1% | +38.6% |
| 3Y | +78.6% | -54.7% | +133.4% | +89.5% |
| 5Y | +39.2% | -81.8% | +121.0% | +59.8% |
| 10Y | +184.0% | +65.5% | +118.6% | +118.9% |
| All | +339.6% | +751.2% | -411.6% | +201.8% |
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