+74.2%
OTIS vs EPAM
-29.1%
+103.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | -2.0% | +6.5% | -8.5% | -3.0% |
| 3M | +2.6% | +19.9% | -17.4% | -0.2% |
| 6M | -20.9% | -16.9% | -4.0% | -19.7% |
| YTD | -17.1% | -42.9% | +25.8% | -12.4% |
| 1Y | -15.9% | -30.4% | +14.5% | -13.6% |
| 3Y | -12.7% | -54.7% | +42.0% | -7.3% |
| 5Y | -15.7% | -81.8% | +66.1% | -1.8% |
| All | +74.2% | -29.1% | +103.3% | +51.4% |
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