-59.0%
GNRC vs EPAM
-81.8%
+22.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | +3.2% | -2.2% | +5.3% | +3.6% |
| 30D | -9.5% | +17.8% | -27.3% | -13.0% |
| 3M | -28.5% | +19.9% | -48.4% | -32.4% |
| 6M | -10.0% | -21.6% | +11.6% | -5.9% |
| YTD | +36.7% | -44.0% | +80.8% | +54.0% |
| 1Y | +2.6% | -30.5% | +33.1% | +8.0% |
| 3Y | +61.9% | -56.8% | +118.7% | +87.5% |
| 5Y | -59.0% | -81.7% | +22.7% | -45.3% |
| All | -59.0% | -81.8% | +22.7% | -45.3% |
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