+22.1%
DVN vs EPAM
-78.1%
+100.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.5% |
| 7D | -12.8% | +9.1% | -21.9% | -13.3% |
| 30D | -12.1% | +38.5% | -50.6% | -14.0% |
| 3M | -0.7% | +61.0% | -61.7% | -3.8% |
| 6M | -5.8% | +58.0% | -63.8% | -8.9% |
| YTD | +17.9% | -23.5% | +41.4% | +19.2% |
| 1Y | +29.0% | -10.5% | +39.6% | +28.9% |
| 3Y | +6.0% | -33.8% | +39.8% | +5.7% |
| 5Y | +22.1% | -78.1% | +100.2% | +38.9% |
| All | +22.1% | -78.1% | +100.2% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling