-20.0%
ONON vs EPAM
-81.2%
+61.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | -3.0% | +2.0% | -4.9% | -3.6% |
| 30D | -26.7% | +6.5% | -33.2% | -28.6% |
| 3M | -25.3% | +19.9% | -45.2% | -30.5% |
| 6M | -35.3% | -16.9% | -18.3% | -32.9% |
| YTD | -39.8% | -42.9% | +3.1% | -30.4% |
| 1Y | -39.2% | -30.4% | -8.8% | -34.6% |
| 3Y | -4.2% | -54.7% | +50.5% | +14.0% |
| All | -20.0% | -81.2% | +61.2% | +13.8% |
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 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