+345.0%
GE vs EPAM
+1,105.1%
-760.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +20.6% | -25.1% | -7.8% |
| 7D | +0.5% | +23.0% | -22.5% | -3.4% |
| 30D | +1.7% | +51.6% | -49.9% | -5.8% |
| 3M | -17.3% | +50.8% | -68.1% | -23.8% |
| 6M | +10.1% | +51.1% | -41.0% | +0.6% |
| YTD | +2.6% | -19.1% | +21.7% | +3.7% |
| 1Y | +3.7% | +3.0% | +0.7% | 0.0% |
| 3Y | +268.3% | -31.2% | +299.5% | +271.3% |
| 5Y | +376.2% | -76.5% | +452.7% | +449.0% |
| 10Y | +156.4% | +168.4% | -12.0% | +77.6% |
| All | +345.0% | +1,105.1% | -760.1% | +153.9% |
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