-82.7%
EOSE vs EPAM
-47.4%
-35.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.7% | -12.1% | -8.5% |
| 7D | -8.4% | +18.8% | -27.2% | -13.1% |
| 30D | -31.0% | +44.9% | -75.9% | -37.9% |
| 3M | -57.0% | +68.6% | -125.6% | -63.0% |
| 6M | -78.3% | +65.4% | -143.7% | -81.6% |
| YTD | -84.8% | -19.9% | -64.9% | -84.4% |
| 1Y | -90.9% | -10.0% | -80.9% | -91.0% |
| 3Y | +35.9% | -30.3% | +66.2% | +38.6% |
| 5Y | -84.1% | -75.7% | -8.4% | -77.0% |
| All | -82.7% | -47.4% | -35.3% | -82.6% |
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