+627.7%
GEV vs EPAM
-57.8%
+685.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.1% |
| 7D | +3.2% | -2.2% | +5.3% | +3.2% |
| 30D | -4.0% | +17.8% | -21.8% | -4.4% |
| 3M | +3.4% | +19.9% | -16.5% | +3.1% |
| 6M | +14.7% | -21.6% | +36.3% | +19.8% |
| YTD | +45.8% | -44.0% | +89.8% | +58.9% |
| 1Y | +57.4% | -30.5% | +87.9% | +64.1% |
| All | +627.7% | -57.8% | +685.4% | +728.9% |
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