+232.0%
GLW vs EPAM
-75.7%
+307.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | +7.5% | +2.4% | +5.1% | +7.4% |
| 30D | -19.0% | +42.3% | -61.4% | -20.8% |
| 3M | -27.9% | +60.7% | -88.6% | -30.3% |
| 6M | -44.6% | +80.5% | -125.1% | -47.4% |
| YTD | +31.0% | -20.4% | +51.3% | +37.3% |
| 1Y | +39.7% | -9.6% | +49.3% | +43.7% |
| 3Y | +338.2% | -30.5% | +368.7% | +355.6% |
| All | +232.0% | -75.7% | +307.7% | +262.2% |
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 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