+38.6%
DVN vs EPAM
-32.1%
+70.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.5% |
| 7D | +1.5% | +2.0% | -0.5% | +1.5% |
| 30D | +14.2% | +6.5% | +7.7% | +14.1% |
| 3M | +5.2% | +19.9% | -14.7% | +5.1% |
| 6M | +11.9% | -16.9% | +28.8% | +12.4% |
| YTD | +32.8% | -42.9% | +75.7% | +34.3% |
| 1Y | +38.6% | -30.4% | +69.0% | +31.9% |
| All | +38.6% | -32.1% | +70.7% | +31.9% |
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 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