+364.8%
GME vs EPAM
+751.2%
-386.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | +7.2% | +2.0% | +5.3% | +6.9% |
| 30D | +0.8% | +6.5% | -5.7% | -0.7% |
| 3M | -14.0% | +19.9% | -33.9% | -17.5% |
| 6M | -19.7% | -16.9% | -2.8% | -18.1% |
| YTD | -4.6% | -42.9% | +38.3% | +3.6% |
| 1Y | -14.3% | -30.4% | +16.0% | -10.6% |
| 3Y | +4.0% | -54.7% | +58.7% | +14.1% |
| 5Y | -62.2% | -81.8% | +19.6% | -55.0% |
| 10Y | +241.4% | +65.5% | +175.9% | +184.4% |
| All | +364.8% | +751.2% | -386.4% | +207.1% |
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