+910.6%
GRMN vs EPAM
+751.2%
+159.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.4% |
| 7D | -2.9% | +2.0% | -4.8% | -3.3% |
| 30D | -8.4% | +6.5% | -15.0% | -10.1% |
| 3M | +15.0% | +19.9% | -4.9% | +9.8% |
| 6M | +11.2% | -16.9% | +28.1% | +14.1% |
| YTD | +37.7% | -42.9% | +80.6% | +51.7% |
| 1Y | +18.5% | -30.4% | +48.8% | +24.8% |
| 3Y | +175.8% | -54.7% | +230.5% | +208.3% |
| 5Y | +75.1% | -81.8% | +156.9% | +119.8% |
| 10Y | +637.0% | +65.5% | +571.6% | +461.1% |
| All | +910.6% | +751.2% | +159.4% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling