+17.0%
GRMN vs EPAM
-32.1%
+49.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -11.3% | +18.4% | -29.7% | -13.9% |
| 3M | +17.7% | +19.2% | -1.5% | +13.8% |
| 6M | +14.2% | -21.0% | +35.1% | +17.9% |
| YTD | +37.0% | -43.7% | +80.7% | +51.7% |
| 1Y | +17.0% | -29.9% | +46.9% | +23.2% |
| All | +17.0% | -32.1% | +49.1% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling