+157.4%
GE vs EPAM
+168.6%
-11.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.1% |
| 7D | +5.4% | +18.8% | -13.4% | +1.7% |
| 30D | +9.6% | +44.9% | -35.3% | +1.9% |
| 3M | -7.7% | +68.6% | -76.3% | -17.0% |
| 6M | +14.0% | +65.4% | -51.4% | +1.9% |
| YTD | +10.2% | -19.9% | +30.0% | +11.8% |
| 1Y | +8.9% | -10.0% | +18.9% | +7.8% |
| 3Y | +273.7% | -30.3% | +303.9% | +276.0% |
| 5Y | +410.2% | -75.7% | +485.9% | +510.2% |
| 10Y | +157.4% | +167.2% | -9.8% | +52.1% |
| All | +157.4% | +168.6% | -11.2% | +52.1% |
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