+48.2%
OVV vs EPAM
+170.1%
-121.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | +0.1% |
| 7D | -16.7% | +13.4% | -30.0% | -19.0% |
| 30D | -1.5% | +47.1% | -48.6% | -9.1% |
| 3M | +1.6% | +71.2% | -69.6% | -9.1% |
| 6M | +2.0% | +48.9% | -46.9% | -7.3% |
| YTD | +56.8% | -22.2% | +79.1% | +60.3% |
| 1Y | +64.8% | -5.2% | +70.0% | +61.4% |
| 3Y | +38.3% | -34.9% | +73.2% | +41.3% |
| 5Y | +84.9% | -77.4% | +162.3% | +140.4% |
| All | +48.2% | +170.1% | -121.9% | -8.1% |
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