+162.4%
GE vs EPAM
+163.7%
-1.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.1% |
| 7D | +6.3% | +9.1% | -2.8% | +4.1% |
| 30D | +8.9% | +38.5% | -29.6% | +1.9% |
| 3M | -9.2% | +61.0% | -70.2% | -17.7% |
| 6M | +13.2% | +58.0% | -44.8% | +1.9% |
| YTD | +9.4% | -23.5% | +32.8% | +11.9% |
| 1Y | +9.8% | -10.5% | +20.3% | +8.6% |
| 3Y | +278.2% | -33.8% | +312.0% | +284.2% |
| 5Y | +396.0% | -78.1% | +474.2% | +509.8% |
| 10Y | +162.4% | +157.7% | +4.6% | +55.2% |
| All | +162.4% | +163.7% | -1.3% | +55.2% |
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 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