+423.1%
ONTO vs EPAM
-22.2%
+445.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.5% |
| 7D | -17.4% | +0.8% | -18.2% | -17.8% |
| 30D | -43.2% | +24.9% | -68.1% | -47.4% |
| 3M | -35.7% | +22.6% | -58.3% | -41.0% |
| 6M | -38.3% | +24.2% | -62.5% | -45.3% |
| YTD | +17.1% | -33.0% | +50.0% | +27.4% |
| 1Y | +43.1% | -13.3% | +56.5% | +40.9% |
| 3Y | +55.4% | -42.9% | +98.4% | +70.4% |
| 5Y | +111.2% | -80.8% | +192.0% | +242.0% |
| All | +423.1% | -22.2% | +445.4% | +223.1% |
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 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