-67.8%
EOSE vs EPAM
-81.7%
+13.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.2% |
| 7D | +41.4% | -0.9% | +42.3% | +41.6% |
| 30D | +3.6% | +18.4% | -14.7% | -0.6% |
| 3M | -35.7% | +19.2% | -54.9% | -39.5% |
| 6M | -29.9% | -21.0% | -8.9% | -26.6% |
| YTD | -62.5% | -43.7% | -18.8% | -57.4% |
| 1Y | -37.4% | -29.9% | -7.5% | -33.4% |
| 3Y | +55.8% | -56.5% | +112.3% | +81.9% |
| 5Y | -67.8% | -81.7% | +13.9% | -54.8% |
| All | -67.8% | -81.7% | +13.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling