-0.7%
ONON vs EPAM
-7.6%
+6.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.7% | -12.2% | -7.7% |
| 7D | -4.9% | +18.8% | -23.7% | -5.8% |
| 30D | -1.1% | +44.9% | -46.1% | -3.5% |
| 3M | -10.5% | +68.6% | -79.1% | -14.0% |
| 6M | -1.5% | +65.4% | -66.9% | -5.4% |
| YTD | -25.3% | -19.9% | -5.5% | -18.7% |
| 1Y | -0.7% | -10.0% | +9.3% | +1.9% |
| All | -0.7% | -7.6% | +6.9% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling