+535.7%
ON vs EPAM
+168.6%
+367.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | -0.9% |
| 7D | -4.1% | +18.8% | -22.9% | -11.5% |
| 30D | -10.2% | +44.9% | -55.2% | -23.5% |
| 3M | -12.7% | +68.6% | -81.3% | -30.2% |
| 6M | -32.5% | +65.4% | -98.0% | -48.3% |
| YTD | +28.6% | -19.9% | +48.4% | +30.4% |
| 1Y | +43.4% | -10.0% | +53.4% | +38.2% |
| 3Y | +3.3% | -30.3% | +33.6% | +4.4% |
| 5Y | +22.5% | -75.7% | +98.2% | +83.0% |
| 10Y | +535.7% | +167.2% | +368.5% | +106.2% |
| All | +535.7% | +168.6% | +367.1% | +106.2% |
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 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