-54.0%
GME vs EPAM
-77.4%
+23.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.9% | +7.8% | +4.8% |
| 7D | +3.7% | +13.4% | -9.7% | +0.1% |
| 30D | +2.2% | +47.1% | -44.9% | -7.3% |
| 3M | +30.6% | +71.2% | -40.5% | +13.7% |
| 6M | -0.2% | +48.9% | -49.1% | -11.5% |
| YTD | +25.1% | -22.2% | +47.3% | +29.5% |
| 1Y | +17.7% | -5.2% | +22.8% | +15.5% |
| 3Y | +85.7% | -34.9% | +120.6% | +91.4% |
| All | -54.0% | -77.4% | +23.4% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling