+387.9%
GEN vs EPAM
+751.2%
-363.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | -1.2% | +2.0% | -3.1% | -1.5% |
| 30D | +10.1% | +6.5% | +3.6% | +8.7% |
| 3M | +16.1% | +19.9% | -3.8% | +12.1% |
| 6M | +38.9% | -16.9% | +55.8% | +41.8% |
| YTD | +14.4% | -42.9% | +57.3% | +23.3% |
| 1Y | +5.9% | -30.4% | +36.2% | +10.6% |
| 3Y | +58.8% | -54.7% | +113.5% | +72.4% |
| 5Y | +24.7% | -81.8% | +106.5% | +47.0% |
| 10Y | +163.1% | +65.5% | +97.6% | +102.2% |
| All | +387.9% | +751.2% | -363.3% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling