+192.0%
OMC vs EPAM
+1,058.6%
-866.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.2% |
| 7D | +6.3% | +13.4% | -7.1% | +3.7% |
| 30D | +15.4% | +47.1% | -31.7% | +7.7% |
| 3M | +5.8% | +71.2% | -65.4% | -3.8% |
| 6M | +14.7% | +48.9% | -34.3% | +6.0% |
| YTD | +10.3% | -22.2% | +32.5% | +12.4% |
| 1Y | +23.2% | -5.2% | +28.4% | +21.5% |
| 3Y | +24.6% | -34.9% | +59.6% | +27.2% |
| 5Y | +50.1% | -77.4% | +127.5% | +69.8% |
| 10Y | +54.3% | +158.1% | -103.8% | +9.3% |
| All | +192.0% | +1,058.6% | -866.6% | +79.2% |
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