+364.4%
GDDY vs EPAM
+86.3%
+278.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.9% |
| 7D | -7.6% | -0.9% | -6.7% | -7.3% |
| 30D | +2.0% | +18.4% | -16.4% | -3.1% |
| 3M | +15.1% | +19.2% | -4.1% | +8.0% |
| 6M | -1.1% | -21.0% | +19.8% | +4.9% |
| YTD | -25.1% | -43.7% | +18.6% | -13.0% |
| 1Y | -37.3% | -29.9% | -7.4% | -32.0% |
| 3Y | +24.5% | -56.5% | +81.1% | +47.7% |
| 5Y | +23.5% | -81.7% | +105.2% | +77.7% |
| 10Y | +185.0% | +64.5% | +120.5% | +58.1% |
| All | +364.4% | +86.3% | +278.1% | +176.2% |
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