-58.8%
EOSE vs EPAM
-63.3%
+4.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.3% |
| 7D | +15.0% | -2.2% | +17.1% | +15.4% |
| 30D | +2.5% | +17.8% | -15.3% | -1.9% |
| 3M | -33.7% | +19.9% | -53.6% | -38.0% |
| 6M | -32.7% | -21.6% | -11.1% | -29.4% |
| YTD | -63.8% | -44.0% | -19.8% | -58.6% |
| 1Y | -40.5% | -30.5% | -10.0% | -36.5% |
| 3Y | +50.4% | -56.8% | +107.1% | +77.1% |
| 5Y | -68.6% | -81.7% | +13.1% | -51.8% |
| All | -58.8% | -63.3% | +4.5% | -53.9% |
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 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