+590.9%
ON vs EPAM
+1,105.1%
-514.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +20.6% | -32.2% | -18.1% |
| 7D | -16.3% | +23.0% | -39.3% | -23.1% |
| 30D | -27.0% | +51.6% | -78.6% | -37.8% |
| 3M | -18.1% | +50.8% | -68.9% | -30.9% |
| 6M | -38.6% | +51.1% | -89.8% | -50.0% |
| YTD | +16.4% | -19.1% | +35.5% | +16.9% |
| 1Y | +25.8% | +3.0% | +22.8% | +14.9% |
| 3Y | -7.7% | -31.2% | +23.5% | -6.4% |
| 5Y | +6.6% | -76.5% | +83.1% | +45.2% |
| 10Y | +444.6% | +168.4% | +276.2% | +217.0% |
| All | +590.9% | +1,105.1% | -514.2% | +224.9% |
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