+21.8%
GEN vs EPAM
-15.2%
+37.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +26.9% | +0.8% | +26.0% | +26.4% |
| 30D | +38.6% | +24.9% | +13.7% | +28.4% |
| 3M | +9.7% | +22.6% | -12.8% | +1.9% |
| 6M | +58.9% | +24.2% | +34.7% | +45.4% |
| YTD | +15.3% | -33.0% | +48.3% | +30.5% |
| 1Y | +21.8% | -13.3% | +35.1% | +29.2% |
| All | +21.8% | -15.2% | +37.0% | +29.2% |
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