+155.5%
GE vs EPAM
+170.1%
-14.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.4% |
| 7D | +7.1% | +13.4% | -6.3% | +4.2% |
| 30D | +6.5% | +47.1% | -40.6% | -1.4% |
| 3M | -13.6% | +71.2% | -84.7% | -22.5% |
| 6M | +6.0% | +48.9% | -42.9% | -3.4% |
| YTD | +5.4% | -22.2% | +27.6% | +7.6% |
| 1Y | +6.5% | -5.2% | +11.6% | +4.1% |
| 3Y | +268.6% | -34.9% | +303.5% | +276.1% |
| 5Y | +389.0% | -77.4% | +466.4% | +496.3% |
| All | +155.5% | +170.1% | -14.6% | +50.7% |
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