-13.3%
ONDS vs EPAM
-50.2%
+37.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -3.9% | +21.9% | +18.8% |
| 7D | -15.6% | +13.4% | -29.0% | -19.0% |
| 30D | -25.8% | +47.1% | -72.9% | -33.4% |
| 3M | -39.0% | +71.2% | -110.1% | -47.5% |
| 6M | -42.9% | +48.9% | -91.8% | -50.0% |
| YTD | -45.3% | -22.2% | -23.1% | -43.5% |
| 1Y | +1.6% | -5.2% | +6.8% | -0.7% |
| 3Y | +834.3% | -34.9% | +869.3% | +875.4% |
| 5Y | -43.8% | -77.4% | +33.6% | -18.0% |
| All | -13.3% | -50.2% | +37.0% | -39.4% |
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