-10.8%
OTIS vs EPAM
-11.8%
+0.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.2% |
| 7D | +0.5% | +9.1% | -8.5% | +0.1% |
| 30D | +19.4% | +38.5% | -19.0% | +17.7% |
| 3M | +7.1% | +61.0% | -53.9% | +5.0% |
| 6M | +6.6% | +58.0% | -51.5% | +4.2% |
| YTD | -8.3% | -23.5% | +15.2% | -10.3% |
| All | -10.8% | -11.8% | +0.9% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling