+205.7%
GLW vs EPAM
-77.2%
+282.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +20.6% | -33.5% | -13.8% |
| 7D | -19.7% | +23.0% | -42.8% | -20.7% |
| 30D | -38.8% | +51.6% | -90.4% | -40.3% |
| 3M | -33.9% | +50.8% | -84.7% | -35.7% |
| 6M | -36.0% | +51.1% | -87.1% | -37.9% |
| YTD | +18.7% | -19.1% | +37.9% | +24.4% |
| 1Y | +19.8% | +3.0% | +16.8% | +21.0% |
| 3Y | +294.3% | -31.2% | +325.5% | +311.2% |
| 5Y | +205.7% | -76.5% | +282.2% | +235.3% |
| All | +205.7% | -77.2% | +282.9% | +235.3% |
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