-81.3%
EOSE vs EPAM
-49.8%
-31.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +8.4% |
| 7D | +6.8% | +9.1% | -2.2% | +3.5% |
| 30D | -25.4% | +38.5% | -63.9% | -32.2% |
| 3M | -54.7% | +61.0% | -115.7% | -60.5% |
| 6M | -76.5% | +58.0% | -134.6% | -79.9% |
| YTD | -83.6% | -23.5% | -60.1% | -82.9% |
| 1Y | -89.7% | -10.5% | -79.2% | -89.8% |
| 3Y | +38.7% | -33.8% | +72.6% | +43.4% |
| 5Y | -82.9% | -78.1% | -4.8% | -74.4% |
| All | -81.3% | -49.8% | -31.6% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling