+12.5%
DVN vs EPAM
+751.2%
-738.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | +1.5% | +2.0% | -0.5% | +1.2% |
| 30D | +14.2% | +6.5% | +7.7% | +12.5% |
| 3M | +5.2% | +19.9% | -14.7% | +1.1% |
| 6M | +11.9% | -16.9% | +28.8% | +14.1% |
| YTD | +32.8% | -42.9% | +75.7% | +43.4% |
| 1Y | +38.6% | -30.4% | +69.0% | +43.8% |
| 3Y | +0.5% | -54.7% | +55.3% | +9.2% |
| 5Y | +111.0% | -81.8% | +192.8% | +157.1% |
| 10Y | +56.1% | +65.5% | -9.3% | +9.3% |
| All | +12.5% | +751.2% | -738.7% | -32.9% |
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 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