+71.4%
OTIS vs EPAM
-30.1%
+101.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -4.7% | +18.4% | -23.1% | -6.6% |
| 3M | +1.2% | +19.2% | -18.0% | -1.4% |
| 6M | -20.5% | -21.0% | +0.4% | -18.8% |
| YTD | -18.4% | -43.7% | +25.3% | -13.7% |
| 1Y | -18.1% | -29.9% | +11.8% | -15.9% |
| 3Y | -10.6% | -56.5% | +46.0% | -4.5% |
| 5Y | -16.1% | -81.7% | +65.6% | -2.5% |
| All | +71.4% | -30.1% | +101.5% | +49.3% |
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