+6.5%
GE vs EPAM
-4.9%
+11.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +2.5% |
| 7D | +7.1% | +13.4% | -6.3% | +8.2% |
| 30D | +6.5% | +47.1% | -40.6% | +8.4% |
| 3M | -13.6% | +71.2% | -84.7% | -11.9% |
| 6M | +6.0% | +48.9% | -42.9% | +7.8% |
| YTD | +5.4% | -22.2% | +27.6% | +3.4% |
| 1Y | +6.5% | -5.2% | +11.6% | -2.3% |
| All | +6.5% | -4.9% | +11.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling