+715.6%
ON vs EPAM
+751.2%
-35.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +2.4% | +2.0% | +0.5% | +1.8% |
| 30D | -3.3% | +6.5% | -9.8% | -6.3% |
| 3M | -43.6% | +19.9% | -63.5% | -48.8% |
| 6M | +19.0% | -16.9% | +35.9% | +21.2% |
| YTD | +37.4% | -42.9% | +80.2% | +58.4% |
| 1Y | +54.8% | -30.4% | +85.1% | +64.9% |
| 3Y | -25.2% | -54.7% | +29.6% | -10.6% |
| 5Y | +62.7% | -81.8% | +144.5% | +144.2% |
| 10Y | +574.3% | +65.5% | +508.9% | +365.0% |
| All | +715.6% | +751.2% | -35.6% | +340.5% |
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