+493.3%
GME vs EPAM
+163.7%
+329.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.2% |
| 7D | +5.8% | +9.1% | -3.3% | +3.4% |
| 30D | -3.7% | +38.5% | -42.1% | -10.2% |
| 3M | +33.6% | +61.0% | -27.4% | +20.4% |
| 6M | +5.4% | +58.0% | -52.6% | -5.8% |
| YTD | +27.4% | -23.5% | +50.9% | +31.1% |
| 1Y | +19.0% | -10.5% | +29.6% | +18.4% |
| 3Y | +101.5% | -33.8% | +135.3% | +105.6% |
| 5Y | -50.5% | -78.1% | +27.7% | -43.4% |
| 10Y | +493.3% | +157.7% | +335.6% | +286.3% |
| All | +493.3% | +163.7% | +329.6% | +286.3% |
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 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