+162.2%
OSCR vs EPAM
-75.8%
+238.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | -5.5% | +41.8% | -47.3% | -12.2% |
| 3M | +7.9% | +63.4% | -55.5% | -2.8% |
| 6M | +34.6% | +72.2% | -37.6% | +19.9% |
| YTD | +122.3% | -20.0% | +142.3% | +124.5% |
| 1Y | +111.5% | -9.0% | +120.6% | +108.2% |
| 3Y | +349.2% | -30.4% | +379.6% | +343.5% |
| 5Y | +162.2% | -75.6% | +237.8% | +232.0% |
| All | +162.2% | -75.8% | +238.0% | +232.0% |
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