+62.7%
GNRC vs EPAM
-55.7%
+118.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +2.6% |
| 7D | +1.9% | +2.0% | 0.0% | +1.7% |
| 30D | -13.8% | +6.5% | -20.4% | -14.6% |
| 3M | -32.6% | +19.9% | -52.6% | -33.9% |
| 6M | -15.2% | -16.9% | +1.7% | -11.5% |
| YTD | +37.4% | -42.9% | +80.3% | +53.7% |
| 1Y | +5.1% | -30.4% | +35.5% | +11.2% |
| All | +62.7% | -55.7% | +118.4% | +81.6% |
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