+91.5%
ONTO vs EPAM
-77.4%
+168.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.9% | +14.9% | +11.8% |
| 7D | -14.0% | +13.4% | -27.4% | -17.3% |
| 30D | -43.1% | +47.1% | -90.1% | -48.7% |
| 3M | -35.5% | +71.2% | -106.7% | -44.4% |
| 6M | -41.1% | +48.9% | -90.0% | -48.7% |
| YTD | +9.8% | -22.2% | +32.0% | +14.1% |
| 1Y | +31.5% | -5.2% | +36.7% | +28.4% |
| 3Y | +45.2% | -34.9% | +80.1% | +52.4% |
| All | +91.5% | -77.4% | +168.9% | +165.6% |
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