+154.4%
GEN vs EPAM
+170.1%
-15.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -2.0% |
| 7D | +2.3% | +13.4% | -11.1% | -0.2% |
| 30D | +33.1% | +47.1% | -14.0% | +24.1% |
| 3M | +6.5% | +71.2% | -64.7% | -3.1% |
| 6M | +53.8% | +48.9% | +4.9% | +42.1% |
| YTD | +11.2% | -22.2% | +33.5% | +13.4% |
| 1Y | +19.4% | -5.2% | +24.6% | +18.2% |
| 3Y | +81.0% | -34.9% | +116.0% | +84.5% |
| 5Y | +33.4% | -77.4% | +110.8% | +56.9% |
| All | +154.4% | +170.1% | -15.7% | +44.8% |
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