+665.8%
AON vs EPAM
+751.2%
-85.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -9.1% | +2.0% | -11.0% | -9.4% |
| 30D | -10.2% | +6.5% | -16.8% | -11.3% |
| 3M | +0.5% | +19.9% | -19.4% | -2.6% |
| 6M | -4.8% | -16.9% | +12.1% | -3.3% |
| YTD | -8.0% | -42.9% | +34.9% | -2.2% |
| 1Y | -13.1% | -30.4% | +17.3% | -10.4% |
| 3Y | -1.3% | -54.7% | +53.4% | +5.3% |
| 5Y | +14.9% | -81.8% | +96.7% | +33.4% |
| 10Y | +214.9% | +65.5% | +149.5% | +146.5% |
| All | +665.8% | +751.2% | -85.4% | +392.2% |
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