-81.0%
EOSE vs EPAM
-47.7%
-33.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +9.8% | +2.4% | +7.4% | +9.0% |
| 30D | -2.1% | +42.3% | -44.4% | -11.6% |
| 3M | -54.1% | +60.7% | -114.7% | -60.0% |
| 6M | -76.9% | +80.5% | -157.4% | -80.9% |
| YTD | -83.3% | -20.4% | -63.0% | -82.9% |
| 1Y | -87.4% | -9.6% | -77.8% | -87.6% |
| 3Y | +61.9% | -30.5% | +92.3% | +65.0% |
| 5Y | -82.1% | -75.7% | -6.4% | -74.1% |
| All | -81.0% | -47.7% | -33.3% | -80.9% |
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