+25.4%
GEN vs EPAM
-81.9%
+107.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.9% |
| 7D | -1.2% | +2.0% | -3.1% | -1.4% |
| 30D | +10.1% | +6.5% | +3.6% | +9.0% |
| 3M | +16.1% | +19.9% | -3.8% | +12.8% |
| 6M | +38.9% | -16.9% | +55.8% | +40.9% |
| YTD | +14.4% | -42.9% | +57.3% | +20.7% |
| 1Y | +5.9% | -30.4% | +36.2% | +9.4% |
| 3Y | +58.8% | -54.7% | +113.5% | +66.9% |
| All | +25.4% | -81.9% | +107.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling