+139.6%
OKE vs EPAM
-81.8%
+221.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +6.1% | +17.8% | -11.7% | +4.5% |
| 3M | +10.4% | +19.9% | -9.4% | +8.2% |
| 6M | +14.2% | -21.6% | +35.7% | +16.1% |
| YTD | +35.3% | -44.0% | +79.4% | +41.3% |
| 1Y | +40.6% | -30.5% | +71.1% | +43.5% |
| 3Y | +72.2% | -56.8% | +129.0% | +79.6% |
| 5Y | +139.6% | -81.7% | +221.3% | +167.6% |
| All | +139.6% | -81.8% | +221.4% | +167.6% |
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 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