-17.4%
GIS vs EPAM
-15.2%
-2.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.3% |
| 7D | +8.5% | +0.8% | +7.6% | +8.4% |
| 30D | +15.3% | +24.9% | -9.6% | +12.1% |
| 3M | +0.9% | +22.6% | -21.6% | -2.2% |
| 6M | +7.9% | +24.2% | -16.3% | +1.8% |
| YTD | -17.6% | -33.0% | +15.4% | -22.9% |
| 1Y | -17.4% | -13.3% | -4.1% | -20.8% |
| All | -17.4% | -15.2% | -2.2% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling