-10.8%
OSCR vs EPAM
-57.9%
+47.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +1.3% | +2.4% | -1.1% | +0.9% |
| 30D | -9.5% | +42.3% | -51.9% | -16.1% |
| 3M | +0.9% | +60.7% | -59.8% | -8.9% |
| 6M | +31.5% | +80.5% | -49.0% | +15.9% |
| YTD | +116.1% | -20.4% | +136.4% | +118.6% |
| 1Y | +122.6% | -9.6% | +132.2% | +119.4% |
| 3Y | +356.6% | -30.5% | +387.1% | +350.9% |
| 5Y | +154.9% | -75.7% | +230.6% | +232.1% |
| All | -10.8% | -57.9% | +47.1% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling