-84.8%
EOSE vs EPAM
-15.2%
-69.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.6% | +13.2% | +12.6% |
| 7D | +9.7% | +0.8% | +8.9% | +9.9% |
| 30D | -34.6% | +24.9% | -59.5% | -33.3% |
| 3M | -50.8% | +22.6% | -73.4% | -50.1% |
| 6M | -66.5% | +24.2% | -90.7% | -64.4% |
| YTD | -81.3% | -33.0% | -48.4% | -77.4% |
| 1Y | -84.8% | -13.3% | -71.5% | -90.0% |
| All | -84.8% | -15.2% | -69.6% | -90.0% |
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