+246.7%
GM vs EPAM
-36.8%
+283.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.6% | +4.3% |
| 7D | -0.3% | +9.1% | -9.4% | -2.1% |
| 30D | +8.4% | +38.5% | -30.1% | +1.6% |
| 3M | +2.6% | +61.0% | -58.4% | -6.6% |
| 6M | +14.3% | +58.0% | -43.8% | +3.5% |
| YTD | +11.0% | -23.5% | +34.4% | +16.3% |
| 1Y | +27.8% | -10.5% | +38.3% | +28.8% |
| 3Y | +246.7% | -33.8% | +280.5% | +208.2% |
| All | +246.7% | -36.8% | +283.4% | +208.2% |
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