+6.0%
DVN vs EPAM
-36.8%
+42.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.6% |
| 7D | -12.8% | +9.1% | -21.9% | -13.7% |
| 30D | -12.1% | +38.5% | -50.6% | -15.4% |
| 3M | -0.7% | +61.0% | -61.7% | -6.0% |
| 6M | -5.8% | +58.0% | -63.8% | -11.2% |
| YTD | +17.9% | -23.5% | +41.4% | +22.2% |
| 1Y | +29.0% | -10.5% | +39.6% | +29.9% |
| 3Y | +6.0% | -33.8% | +39.8% | +1.8% |
| All | +6.0% | -36.8% | +42.7% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling