+38.7%
EOSE vs EPAM
-36.8%
+75.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +8.2% |
| 7D | +6.8% | +9.1% | -2.2% | +5.9% |
| 30D | -25.4% | +38.5% | -63.9% | -28.6% |
| 3M | -54.7% | +61.0% | -115.7% | -57.7% |
| 6M | -76.5% | +58.0% | -134.6% | -78.1% |
| YTD | -83.6% | -23.5% | -60.1% | -81.7% |
| 1Y | -89.7% | -10.5% | -79.2% | -89.1% |
| 3Y | +38.7% | -33.8% | +72.6% | +19.7% |
| All | +38.7% | -36.8% | +75.5% | +19.7% |
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