-33.8%
GIS vs EPAM
-75.7%
+41.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -3.4% | +2.4% | -5.8% | -3.4% |
| 30D | +6.9% | +42.3% | -35.4% | +6.1% |
| 3M | -10.1% | +60.7% | -70.8% | -11.0% |
| 6M | +5.9% | +80.5% | -74.6% | +4.7% |
| YTD | -21.1% | -20.4% | -0.7% | -22.2% |
| 1Y | -22.5% | -9.6% | -12.9% | -23.5% |
| 3Y | -39.0% | -30.5% | -8.5% | -40.0% |
| All | -33.8% | -75.7% | +41.9% | -36.3% |
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