+233.4%
GLW vs EPAM
-76.7%
+310.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -3.5% |
| 7D | -11.1% | +18.8% | -29.9% | -11.9% |
| 30D | -28.4% | +44.9% | -73.4% | -30.0% |
| 3M | -28.8% | +68.6% | -97.4% | -31.4% |
| 6M | -39.8% | +65.4% | -105.2% | -42.3% |
| YTD | +28.7% | -19.9% | +48.6% | +35.0% |
| 1Y | +27.7% | -10.0% | +37.7% | +31.5% |
| 3Y | +331.3% | -30.3% | +361.6% | +348.6% |
| 5Y | +233.4% | -75.7% | +309.1% | +265.0% |
| All | +233.4% | -76.7% | +310.2% | +265.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling