-8.7%
OVV vs EPAM
+899.0%
-907.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.5% |
| 7D | -12.1% | +0.8% | -12.9% | -12.3% |
| 30D | +2.9% | +24.9% | -22.1% | -1.2% |
| 3M | +3.7% | +22.6% | -18.9% | -0.5% |
| 6M | +0.6% | +24.2% | -23.6% | -4.4% |
| YTD | +62.5% | -33.0% | +95.4% | +70.4% |
| 1Y | +72.0% | -13.3% | +85.3% | +71.8% |
| 3Y | +39.1% | -42.9% | +82.0% | +45.7% |
| 5Y | +98.5% | -80.8% | +179.3% | +143.8% |
| 10Y | +60.1% | +122.5% | -62.4% | +18.9% |
| All | -8.7% | +899.0% | -907.7% | -41.5% |
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