+15.1%
GEN vs EPAM
-10.0%
+25.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -0.8% | +18.5% | -19.3% | -6.2% |
| 30D | +31.2% | +44.0% | -12.8% | +15.9% |
| 3M | +6.1% | +63.0% | -56.9% | -9.8% |
| 6M | +38.1% | +67.3% | -29.1% | +14.3% |
| YTD | +14.4% | -20.5% | +34.9% | +23.2% |
| 1Y | +15.1% | -9.6% | +24.8% | +10.9% |
| All | +15.1% | -10.0% | +25.2% | +10.9% |
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