+357.0%
GE vs EPAM
+1,058.6%
-701.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.3% |
| 7D | +7.1% | +13.4% | -6.3% | +4.3% |
| 30D | +6.5% | +47.1% | -40.6% | -1.0% |
| 3M | -13.6% | +71.2% | -84.7% | -22.0% |
| 6M | +6.0% | +48.9% | -42.9% | -2.9% |
| YTD | +5.4% | -22.2% | +27.6% | +7.2% |
| 1Y | +6.5% | -5.2% | +11.6% | +4.2% |
| 3Y | +268.6% | -34.9% | +303.5% | +275.1% |
| 5Y | +389.0% | -77.4% | +466.4% | +467.2% |
| 10Y | +163.3% | +158.1% | +5.2% | +83.5% |
| All | +357.0% | +1,058.6% | -701.6% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling