+153.0%
GE vs EPAM
+66.7%
+86.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | -1.6% | +2.0% | -3.5% | -2.0% |
| 30D | -11.6% | +6.5% | -18.1% | -13.0% |
| 3M | +3.0% | +19.9% | -16.9% | -1.5% |
| 6M | -0.5% | -16.9% | +16.4% | +1.6% |
| YTD | +9.7% | -42.9% | +52.6% | +19.4% |
| 1Y | +20.0% | -30.4% | +50.4% | +24.9% |
| 3Y | +275.8% | -54.7% | +330.6% | +313.3% |
| 5Y | +429.1% | -81.8% | +510.9% | +564.6% |
| All | +153.0% | +66.7% | +86.4% | +63.5% |
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