+493.9%
GLW vs EPAM
+170.1%
+323.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.2% |
| 7D | -13.9% | +13.4% | -27.3% | -16.4% |
| 30D | -35.0% | +47.1% | -82.1% | -39.8% |
| 3M | -32.4% | +71.2% | -103.5% | -39.5% |
| 6M | -41.3% | +48.9% | -90.3% | -47.3% |
| YTD | +21.8% | -22.2% | +44.1% | +25.4% |
| 1Y | +21.8% | -5.2% | +27.0% | +19.2% |
| 3Y | +307.7% | -34.9% | +342.6% | +319.1% |
| 5Y | +213.7% | -77.4% | +291.1% | +310.9% |
| All | +493.9% | +170.1% | +323.8% | +151.0% |
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