-23.3%
ONON vs EPAM
-81.6%
+58.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | -30.8% | +17.8% | -48.6% | -34.4% |
| 3M | -29.8% | +19.9% | -49.7% | -34.8% |
| 6M | -34.8% | -21.6% | -13.2% | -31.1% |
| YTD | -42.3% | -44.0% | +1.8% | -32.9% |
| 1Y | -39.5% | -30.5% | -9.0% | -34.9% |
| 3Y | -9.3% | -56.8% | +47.5% | +9.5% |
| All | -23.3% | -81.6% | +58.3% | +9.8% |
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