+526.6%
GEV vs EPAM
-39.6%
+566.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.3% |
| 7D | +6.2% | -1.1% | +7.4% | +6.2% |
| 30D | -18.4% | +41.8% | -60.3% | -18.1% |
| 3M | -21.2% | +63.4% | -84.6% | -21.3% |
| 6M | -23.6% | +72.2% | -95.8% | -23.7% |
| YTD | +25.5% | -20.0% | +45.6% | +37.3% |
| 1Y | +42.6% | -9.0% | +51.6% | +52.2% |
| All | +526.6% | -39.6% | +566.3% | +616.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling