+643.2%
GEV vs EPAM
-57.5%
+700.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +8.1% | -0.9% | +9.0% | +8.1% |
| 30D | -1.9% | +18.4% | -20.3% | -2.4% |
| 3M | +4.1% | +19.2% | -15.2% | +3.9% |
| 6M | +23.2% | -21.0% | +44.2% | +28.7% |
| YTD | +48.9% | -43.7% | +92.6% | +62.3% |
| 1Y | +62.2% | -29.9% | +92.1% | +69.0% |
| All | +643.2% | -57.5% | +700.7% | +746.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling