+45.1%
OVV vs EPAM
+168.6%
-123.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.8% | +1.0% |
| 7D | -7.3% | +18.8% | -26.1% | -10.7% |
| 30D | -3.6% | +44.9% | -48.5% | -10.7% |
| 3M | -2.6% | +68.6% | -71.2% | -12.5% |
| 6M | +7.6% | +65.4% | -57.8% | -4.2% |
| YTD | +59.6% | -19.9% | +79.5% | +62.3% |
| 1Y | +62.2% | -10.0% | +72.2% | +60.8% |
| 3Y | +49.6% | -30.3% | +79.9% | +50.7% |
| 5Y | +98.9% | -75.7% | +174.6% | +152.1% |
| 10Y | +45.1% | +167.2% | -122.1% | -11.4% |
| All | +45.1% | +168.6% | -123.5% | -11.4% |
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