+56.0%
OVV vs EPAM
+157.4%
-101.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +8.0% | +2.4% | +5.6% | +7.6% |
| 30D | -2.0% | +42.3% | -44.4% | -9.0% |
| 3M | +5.4% | +60.7% | -55.2% | -4.4% |
| 6M | +14.3% | +80.5% | -66.2% | -0.1% |
| YTD | +69.4% | -20.4% | +89.8% | +72.4% |
| 1Y | +72.4% | -9.6% | +82.0% | +70.6% |
| 3Y | +58.4% | -30.5% | +88.9% | +59.7% |
| 5Y | +106.1% | -75.7% | +181.8% | +161.2% |
| All | +56.0% | +157.4% | -101.4% | -8.7% |
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