+215.1%
GM vs EPAM
+165.6%
+49.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -3.8% | +18.5% | -22.4% | -8.5% |
| 30D | +7.9% | +44.0% | -36.1% | -2.6% |
| 3M | -0.3% | +63.0% | -63.3% | -13.0% |
| 6M | +18.6% | +67.3% | -48.7% | +1.3% |
| YTD | +10.0% | -20.5% | +30.6% | +12.7% |
| 1Y | +25.9% | -9.6% | +35.5% | +24.4% |
| 3Y | +241.2% | -30.8% | +272.0% | +246.4% |
| 5Y | +50.0% | -75.6% | +125.7% | +87.4% |
| 10Y | +215.1% | +159.6% | +55.5% | +99.7% |
| All | +215.1% | +165.6% | +49.5% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling