-2.3%
ONON vs EPAM
-77.4%
+75.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.6% |
| 7D | +10.6% | +13.4% | -2.8% | +5.8% |
| 30D | +12.5% | +47.1% | -34.6% | -0.6% |
| 3M | +0.1% | +71.2% | -71.1% | -16.1% |
| 6M | +3.6% | +48.9% | -45.3% | -11.0% |
| YTD | -19.6% | -22.2% | +2.6% | -16.3% |
| 1Y | +5.2% | -5.2% | +10.4% | +2.3% |
| 3Y | +33.1% | -34.9% | +68.1% | +40.4% |
| All | -2.3% | -77.4% | +75.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling