+899.4%
GNRC vs EPAM
+1,091.5%
-192.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.8% |
| 3M | -13.1% | +63.4% | -76.4% | -24.9% |
| 6M | -28.5% | +72.2% | -100.7% | -40.5% |
| YTD | +41.4% | -20.0% | +61.5% | +42.8% |
| 1Y | +18.8% | -9.0% | +27.8% | +15.4% |
| 3Y | +86.3% | -30.4% | +116.7% | +87.0% |
| 5Y | -56.8% | -75.6% | +18.8% | -45.7% |
| 10Y | +382.1% | +161.2% | +220.9% | +247.1% |
| All | +899.4% | +1,091.5% | -192.1% | +540.4% |
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