+668.0%
GRMN vs EPAM
+163.7%
+504.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.5% |
| 7D | +6.4% | +9.1% | -2.7% | +3.8% |
| 30D | +8.7% | +38.5% | -29.8% | +0.4% |
| 3M | -5.8% | +61.0% | -66.7% | -16.2% |
| 6M | +22.5% | +58.0% | -35.5% | +8.3% |
| YTD | +45.6% | -23.5% | +69.1% | +50.2% |
| 1Y | +47.5% | -10.5% | +58.0% | +46.6% |
| 3Y | +166.2% | -33.8% | +200.1% | +173.5% |
| 5Y | +124.1% | -78.1% | +202.2% | +184.9% |
| 10Y | +668.0% | +157.7% | +510.3% | +367.6% |
| All | +668.0% | +163.7% | +504.3% | +367.6% |
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 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