-47.1%
EOSE vs EPAM
-32.1%
-15.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.4% | +13.2% | +10.9% |
| 7D | +19.0% | +2.0% | +17.1% | +19.0% |
| 30D | +1.6% | +6.5% | -5.0% | +1.2% |
| 3M | -52.0% | +19.9% | -71.9% | -51.3% |
| 6M | -42.5% | -16.9% | -25.6% | -36.9% |
| YTD | -66.1% | -42.9% | -23.3% | -55.1% |
| 1Y | -47.1% | -30.4% | -16.8% | -46.9% |
| All | -47.1% | -32.1% | -15.0% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling