+150.0%
GEN vs EPAM
+163.7%
-13.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -0.3% | +9.1% | -9.4% | -2.1% |
| 30D | +28.2% | +38.5% | -10.3% | +20.8% |
| 3M | +2.6% | +61.0% | -58.3% | -5.7% |
| 6M | +32.7% | +58.0% | -25.4% | +21.6% |
| YTD | +11.3% | -23.5% | +34.7% | +13.8% |
| 1Y | +17.9% | -10.5% | +28.5% | +17.8% |
| 3Y | +66.3% | -33.8% | +100.2% | +69.2% |
| 5Y | +31.7% | -78.1% | +109.8% | +55.8% |
| 10Y | +150.0% | +157.7% | -7.7% | +42.7% |
| All | +150.0% | +163.7% | -13.7% | +42.7% |
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