+514.9%
GEV vs EPAM
-39.9%
+554.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +3.7% | +2.4% | +1.3% | +3.9% |
| 30D | -14.7% | +42.3% | -57.0% | -14.3% |
| 3M | -23.4% | +60.7% | -84.1% | -23.4% |
| 6M | -24.3% | +80.5% | -104.8% | -24.9% |
| YTD | +23.2% | -20.4% | +43.6% | +34.7% |
| 1Y | +44.2% | -9.6% | +53.8% | +54.0% |
| All | +514.9% | -39.9% | +554.7% | +602.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling