+62.5%
DVN vs EPAM
+63.0%
-0.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.1% | -2.2% | +2.0% | +0.3% |
| 30D | +8.0% | +17.8% | -9.8% | +4.9% |
| 3M | +11.9% | +19.9% | -8.0% | +7.4% |
| 6M | +10.6% | -21.6% | +32.2% | +14.1% |
| YTD | +35.4% | -44.0% | +79.4% | +47.1% |
| 1Y | +46.5% | -30.5% | +77.0% | +52.2% |
| 3Y | +3.0% | -56.8% | +59.7% | +13.0% |
| 5Y | +120.5% | -81.7% | +202.2% | +182.6% |
| 10Y | +62.5% | +68.4% | -6.0% | -1.7% |
| All | +62.5% | +63.0% | -0.6% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling