+55.8%
EOSE vs EPAM
-56.4%
+112.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.1% |
| 7D | +41.4% | -0.9% | +42.3% | +41.5% |
| 30D | +3.6% | +18.4% | -14.7% | +0.5% |
| 3M | -35.7% | +19.2% | -54.9% | -38.2% |
| 6M | -29.9% | -21.0% | -8.9% | -25.2% |
| YTD | -62.5% | -43.7% | -18.8% | -55.7% |
| 1Y | -37.4% | -29.9% | -7.5% | -31.9% |
| 3Y | +55.8% | -56.5% | +112.3% | +73.6% |
| All | +55.8% | -56.4% | +112.2% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling