+630.9%
GRMN vs EPAM
+65.2%
+565.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -11.3% | +18.4% | -29.7% | -14.8% |
| 3M | +17.7% | +19.2% | -1.5% | +12.1% |
| 6M | +14.2% | -21.0% | +35.1% | +18.8% |
| YTD | +37.0% | -43.7% | +80.7% | +52.8% |
| 1Y | +17.0% | -29.9% | +46.9% | +23.5% |
| 3Y | +183.2% | -56.5% | +239.7% | +222.3% |
| 5Y | +77.3% | -81.7% | +158.9% | +132.3% |
| 10Y | +630.9% | +64.5% | +566.4% | +384.1% |
| All | +630.9% | +65.2% | +565.7% | +384.1% |
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