+5.9%
GEN vs EPAM
-32.1%
+38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.5% |
| 7D | -1.2% | +2.0% | -3.1% | -1.7% |
| 30D | +10.1% | +6.5% | +3.6% | +7.4% |
| 3M | +16.1% | +19.9% | -3.8% | +8.0% |
| 6M | +38.9% | -16.9% | +55.8% | +46.1% |
| YTD | +14.4% | -42.9% | +57.3% | +34.3% |
| 1Y | +5.9% | -30.4% | +36.2% | +18.1% |
| All | +5.9% | -32.1% | +38.0% | +18.1% |
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