+297.3%
GLW vs EPAM
-31.1%
+328.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +20.6% | -33.5% | -10.8% |
| 7D | -19.7% | +23.0% | -42.8% | -17.7% |
| 30D | -38.8% | +51.6% | -90.4% | -36.4% |
| 3M | -33.9% | +50.8% | -84.7% | -31.3% |
| 6M | -36.0% | +51.1% | -87.1% | -31.8% |
| YTD | +18.7% | -19.1% | +37.9% | +36.3% |
| 1Y | +19.8% | +3.0% | +16.8% | +31.8% |
| All | +297.3% | -31.1% | +328.4% | +331.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling