+390.5%
GE vs EPAM
-77.4%
+467.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.2% |
| 7D | +7.1% | +13.4% | -6.3% | +5.1% |
| 30D | +6.5% | +47.1% | -40.6% | +0.9% |
| 3M | -13.6% | +71.2% | -84.7% | -20.0% |
| 6M | +6.0% | +48.9% | -42.9% | -0.6% |
| YTD | +5.4% | -22.2% | +27.6% | +7.5% |
| 1Y | +6.5% | -5.2% | +11.6% | +5.1% |
| 3Y | +268.6% | -34.9% | +303.5% | +275.6% |
| All | +390.5% | -77.4% | +467.9% | +443.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling