+34.2%
OMC vs EPAM
+66.7%
-32.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | -6.4% | +2.0% | -8.4% | -6.7% |
| 30D | +1.1% | +6.5% | -5.4% | -0.3% |
| 3M | +10.4% | +19.9% | -9.5% | +6.4% |
| 6M | -1.7% | -16.9% | +15.2% | +0.4% |
| YTD | +4.4% | -42.9% | +47.3% | +12.9% |
| 1Y | +8.4% | -30.4% | +38.8% | +13.0% |
| 3Y | +14.4% | -54.7% | +69.1% | +24.7% |
| 5Y | +33.9% | -81.8% | +115.7% | +59.7% |
| All | +34.2% | +66.7% | -32.5% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling