+371.9%
GNRC vs EPAM
+158.4%
+213.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +11.9% | -1.1% | +13.1% | +12.1% |
| 30D | -10.0% | +41.8% | -51.8% | -20.0% |
| 3M | -13.1% | +63.4% | -76.4% | -26.5% |
| 6M | -28.5% | +72.2% | -100.7% | -42.1% |
| YTD | +41.4% | -20.0% | +61.5% | +43.6% |
| 1Y | +18.8% | -9.0% | +27.8% | +15.2% |
| 3Y | +86.3% | -30.4% | +116.7% | +87.1% |
| 5Y | -56.8% | -75.6% | +18.8% | -40.1% |
| All | +371.9% | +158.4% | +213.5% | +155.0% |
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 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