+149.7%
GEN vs EPAM
+168.6%
-19.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.1% |
| 7D | +1.0% | +18.8% | -17.8% | -2.2% |
| 30D | +29.1% | +44.9% | -15.9% | +20.7% |
| 3M | +2.9% | +68.6% | -65.7% | -6.1% |
| 6M | +33.6% | +65.4% | -31.8% | +21.5% |
| YTD | +12.0% | -19.9% | +31.9% | +13.7% |
| 1Y | +16.2% | -10.0% | +26.2% | +15.8% |
| 3Y | +65.1% | -30.3% | +95.3% | +66.5% |
| 5Y | +33.3% | -75.7% | +109.0% | +54.2% |
| 10Y | +149.7% | +167.2% | -17.5% | +42.3% |
| All | +149.7% | +168.6% | -19.0% | +42.3% |
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