+112.9%
GME vs EPAM
-30.1%
+143.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +2.9% | +2.4% | +0.5% | +2.6% |
| 30D | -4.8% | +42.3% | -47.1% | -9.0% |
| 3M | +39.2% | +60.7% | -21.5% | +30.6% |
| 6M | +17.1% | +80.5% | -63.4% | +6.7% |
| YTD | +28.7% | -20.4% | +49.1% | +33.3% |
| 1Y | +23.3% | -9.6% | +32.9% | +25.2% |
| 3Y | +112.9% | -30.5% | +143.4% | +42.7% |
| All | +112.9% | -30.1% | +143.0% | +42.7% |
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 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