-22.9%
GIS vs EPAM
-9.2%
-13.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -8.1% | -1.1% | -6.9% | -7.9% |
| 30D | +5.3% | +41.8% | -36.5% | +0.3% |
| 3M | -10.5% | +63.4% | -73.9% | -16.5% |
| 6M | +1.8% | +72.2% | -70.4% | -6.9% |
| YTD | -22.9% | -20.0% | -2.9% | -29.8% |
| 1Y | -22.9% | -9.0% | -13.9% | -27.7% |
| All | -22.9% | -9.2% | -13.7% | -27.7% |
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 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