+0.6%
OTIS vs EPAM
-30.1%
+30.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +12.8% | +42.3% | -29.5% | +9.7% |
| 3M | +7.4% | +60.7% | -53.3% | +3.4% |
| 6M | +7.7% | +80.5% | -72.8% | +2.4% |
| YTD | -9.3% | -20.4% | +11.1% | -8.4% |
| 1Y | -12.1% | -9.6% | -2.5% | -12.4% |
| 3Y | +0.6% | -30.5% | +31.1% | -3.0% |
| All | +0.6% | -30.1% | +30.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling