+767.2%
GLW vs EPAM
+65.3%
+701.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.1% |
| 7D | +3.8% | +2.0% | +1.8% | +3.4% |
| 30D | -1.3% | +6.5% | -7.9% | -3.0% |
| 3M | -21.8% | +19.9% | -41.7% | -25.8% |
| 6M | +6.9% | -16.9% | +23.8% | +8.9% |
| YTD | +77.2% | -42.9% | +120.0% | +94.8% |
| 1Y | +123.2% | -30.4% | +153.6% | +132.6% |
| 3Y | +400.0% | -54.7% | +454.7% | +456.5% |
| 5Y | +342.8% | -81.8% | +424.6% | +489.4% |
| All | +767.2% | +65.3% | +701.9% | +326.2% |
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 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