+29.2%
OMC vs EPAM
-30.1%
+59.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.9% | +2.4% | -0.5% | +1.4% |
| 30D | +12.2% | +42.3% | -30.1% | +4.4% |
| 3M | +0.6% | +60.7% | -60.1% | -8.6% |
| 6M | +21.0% | +80.5% | -59.5% | +6.7% |
| YTD | +12.4% | -20.4% | +32.7% | +13.7% |
| 1Y | +25.4% | -9.6% | +35.0% | +23.8% |
| 3Y | +29.2% | -30.5% | +59.7% | +21.1% |
| All | +29.2% | -30.1% | +59.3% | +21.1% |
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