-30.4%
GIS vs EPAM
-77.4%
+47.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.5% |
| 7D | +3.6% | +13.4% | -9.8% | +3.2% |
| 30D | +13.9% | +47.1% | -33.2% | +13.0% |
| 3M | +0.3% | +71.2% | -70.9% | -0.7% |
| 6M | +5.0% | +48.9% | -44.0% | +3.8% |
| YTD | -18.4% | -22.2% | +3.9% | -19.5% |
| 1Y | -17.4% | -5.2% | -12.3% | -18.5% |
| 3Y | -36.9% | -34.9% | -2.0% | -38.0% |
| All | -30.4% | -77.4% | +47.1% | -32.4% |
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