+651.6%
GRMN vs EPAM
+167.9%
+483.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.5% |
| 7D | +4.7% | +13.4% | -8.6% | +1.3% |
| 30D | +3.4% | +47.1% | -43.7% | -5.8% |
| 3M | -5.0% | +71.2% | -76.2% | -16.7% |
| 6M | +18.6% | +48.9% | -30.3% | +6.2% |
| YTD | +42.5% | -22.2% | +64.7% | +46.5% |
| 1Y | +42.3% | -5.2% | +47.5% | +39.6% |
| 3Y | +158.5% | -34.9% | +193.4% | +166.6% |
| 5Y | +123.6% | -77.4% | +201.0% | +181.6% |
| All | +651.6% | +167.9% | +483.8% | +356.1% |
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 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