+168.3%
GM vs EPAM
-56.4%
+224.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -1.8% | +18.4% | -20.2% | -5.1% |
| 3M | +2.6% | +19.2% | -16.6% | -1.6% |
| 6M | +14.6% | -21.0% | +35.5% | +19.8% |
| YTD | +6.2% | -43.7% | +49.9% | +19.0% |
| 1Y | +48.7% | -29.9% | +78.6% | +56.7% |
| 3Y | +168.3% | -56.5% | +224.9% | +189.1% |
| All | +168.3% | -56.4% | +224.7% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling