+360.1%
GM vs EPAM
+751.2%
-391.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | +1.9% | +2.0% | 0.0% | +1.5% |
| 30D | -1.4% | +6.5% | -7.9% | -3.2% |
| 3M | +5.9% | +19.9% | -14.0% | +0.4% |
| 6M | +12.4% | -16.9% | +29.3% | +15.5% |
| YTD | +8.6% | -42.9% | +51.5% | +20.7% |
| 1Y | +52.6% | -30.4% | +83.0% | +61.4% |
| 3Y | +169.7% | -54.7% | +224.4% | +204.5% |
| 5Y | +87.5% | -81.8% | +169.4% | +139.9% |
| 10Y | +233.0% | +65.5% | +167.5% | +153.5% |
| All | +360.1% | +751.2% | -391.1% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling