+39.3%
GEHC vs EPAM
-53.5%
+92.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | +21.3% | +42.3% | -21.0% | +12.6% |
| 3M | +12.6% | +60.7% | -48.1% | +1.6% |
| 6M | +34.3% | +80.5% | -46.2% | +17.4% |
| YTD | +1.4% | -20.4% | +21.8% | +3.9% |
| 1Y | +12.5% | -9.6% | +22.1% | +12.1% |
| 3Y | +19.2% | -30.5% | +49.7% | +19.5% |
| All | +39.3% | -53.5% | +92.7% | +46.9% |
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 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