+387.1%
GEN vs EPAM
+1,105.1%
-718.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +20.6% | -21.6% | -4.2% |
| 7D | +8.5% | +23.0% | -14.5% | +4.6% |
| 30D | +34.2% | +51.6% | -17.4% | +24.9% |
| 3M | +10.0% | +50.8% | -40.9% | +2.2% |
| 6M | +56.8% | +51.1% | +5.6% | +44.9% |
| YTD | +14.2% | -19.1% | +33.4% | +15.9% |
| 1Y | +20.8% | +3.0% | +17.8% | +18.2% |
| 3Y | +84.1% | -31.2% | +115.2% | +86.4% |
| 5Y | +37.1% | -76.5% | +113.6% | +55.1% |
| 10Y | +171.5% | +168.4% | +3.0% | +92.8% |
| All | +387.1% | +1,105.1% | -718.0% | +186.5% |
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