+68.1%
ONTO vs EPAM
-77.2%
+145.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +20.6% | -36.2% | -19.7% |
| 7D | -29.7% | +23.0% | -52.7% | -33.5% |
| 30D | -50.3% | +51.6% | -101.9% | -55.4% |
| 3M | -43.5% | +50.8% | -94.3% | -49.7% |
| 6M | -48.9% | +51.1% | -100.0% | -55.4% |
| YTD | -1.2% | -19.1% | +17.9% | +2.1% |
| 1Y | +14.9% | +3.0% | +11.9% | +9.9% |
| 3Y | +31.2% | -31.2% | +62.4% | +36.1% |
| 5Y | +68.1% | -76.5% | +144.6% | +122.4% |
| All | +68.1% | -77.2% | +145.2% | +122.4% |
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 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