+92.7%
OTIS vs EPAM
-4.9%
+97.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.1% |
| 7D | +0.5% | +9.1% | -8.5% | -0.7% |
| 30D | +19.4% | +38.5% | -19.0% | +14.6% |
| 3M | +7.1% | +61.0% | -53.9% | +0.9% |
| 6M | +6.6% | +58.0% | -51.5% | -0.1% |
| YTD | -8.3% | -23.5% | +15.2% | -6.7% |
| 1Y | -11.6% | -10.5% | -1.1% | -11.9% |
| 3Y | +3.1% | -33.8% | +37.0% | +4.3% |
| 5Y | +2.5% | -78.1% | +80.6% | +17.7% |
| All | +92.7% | -4.9% | +97.7% | +61.3% |
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