+534.9%
GEV vs EPAM
-42.2%
+577.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.1% |
| 7D | -3.8% | +9.1% | -12.9% | -3.4% |
| 30D | -17.4% | +38.5% | -55.9% | -17.2% |
| 3M | -16.2% | +61.0% | -77.2% | -16.4% |
| 6M | -20.2% | +58.0% | -78.2% | -20.1% |
| YTD | +27.2% | -23.5% | +50.7% | +38.9% |
| 1Y | +44.6% | -10.5% | +55.1% | +53.2% |
| All | +534.9% | -42.2% | +577.1% | +624.7% |
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