-7.3%
OSCR vs EPAM
-69.8%
+62.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +5.8% | +2.0% | +3.9% | +5.4% |
| 30D | +7.1% | +6.5% | +0.6% | +5.8% |
| 3M | +36.7% | +19.9% | +16.7% | +31.3% |
| 6M | +114.3% | -16.9% | +131.2% | +119.5% |
| YTD | +124.4% | -42.9% | +167.3% | +144.2% |
| 1Y | +75.5% | -30.4% | +105.8% | +82.9% |
| 3Y | +390.1% | -54.7% | +444.9% | +433.2% |
| 5Y | +77.1% | -81.8% | +158.9% | +141.9% |
| All | -7.3% | -69.8% | +62.5% | -4.8% |
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 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