+157.2%
GEN vs EPAM
+157.4%
-0.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +2.0% | +2.4% | -0.4% | +1.6% |
| 30D | +27.7% | +42.3% | -14.6% | +19.8% |
| 3M | +3.3% | +60.7% | -57.4% | -5.1% |
| 6M | +31.8% | +80.5% | -48.7% | +18.3% |
| YTD | +13.5% | -20.4% | +33.9% | +15.3% |
| 1Y | +16.0% | -9.6% | +25.6% | +15.6% |
| 3Y | +70.6% | -30.5% | +101.1% | +72.1% |
| 5Y | +32.1% | -75.7% | +107.8% | +52.8% |
| All | +157.2% | +157.4% | -0.2% | +47.3% |
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