+81.0%
GEN vs EPAM
-33.7%
+114.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -1.7% |
| 7D | +2.3% | +13.4% | -11.1% | -1.3% |
| 30D | +33.1% | +47.1% | -14.0% | +19.9% |
| 3M | +6.5% | +71.2% | -64.7% | -7.4% |
| 6M | +53.8% | +48.9% | +4.9% | +36.4% |
| YTD | +11.2% | -22.2% | +33.5% | +14.2% |
| 1Y | +19.4% | -5.2% | +24.6% | +17.8% |
| 3Y | +81.0% | -34.9% | +116.0% | +73.8% |
| All | +81.0% | -33.7% | +114.8% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling