+597.9%
GRMN vs EPAM
+157.4%
+440.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.9% | +2.4% | -3.3% | -1.5% |
| 30D | +1.2% | +42.3% | -41.1% | -7.1% |
| 3M | -8.9% | +60.7% | -69.6% | -19.0% |
| 6M | +23.0% | +80.5% | -57.5% | +5.4% |
| YTD | +41.2% | -20.4% | +61.6% | +44.4% |
| 1Y | +47.5% | -9.6% | +57.1% | +46.3% |
| 3Y | +155.8% | -30.5% | +186.2% | +159.8% |
| 5Y | +120.2% | -75.7% | +195.9% | +171.3% |
| All | +597.9% | +157.4% | +440.5% | +311.6% |
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