+562.0%
GLW vs EPAM
+165.6%
+396.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.6% |
| 7D | +1.4% | +18.5% | -17.1% | -2.2% |
| 30D | -18.2% | +44.0% | -62.2% | -24.0% |
| 3M | -24.2% | +63.0% | -87.2% | -31.6% |
| 6M | -41.7% | +67.3% | -109.0% | -48.9% |
| YTD | +38.3% | -20.5% | +58.8% | +41.7% |
| 1Y | +38.2% | -9.6% | +47.8% | +37.0% |
| 3Y | +363.4% | -30.8% | +394.2% | +369.4% |
| 5Y | +254.6% | -75.6% | +330.2% | +351.5% |
| 10Y | +562.0% | +159.6% | +402.4% | +180.8% |
| All | +562.0% | +165.6% | +396.4% | +180.8% |
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