-4.4%
ON vs EPAM
-33.7%
+29.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +0.8% |
| 7D | -11.7% | +13.4% | -25.0% | -13.0% |
| 30D | -23.3% | +47.1% | -70.3% | -27.4% |
| 3M | -19.2% | +71.2% | -90.3% | -25.4% |
| 6M | -40.1% | +48.9% | -89.1% | -43.7% |
| YTD | +16.9% | -22.2% | +39.2% | +34.3% |
| 1Y | +29.7% | -5.2% | +34.9% | +38.0% |
| 3Y | -4.4% | -34.9% | +30.5% | +0.2% |
| All | -4.4% | -33.7% | +29.3% | +0.2% |
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 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