+986.6%
GLW vs EPAM
+1,105.1%
-118.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +20.6% | -33.5% | -16.0% |
| 7D | -19.7% | +23.0% | -42.8% | -22.9% |
| 30D | -38.8% | +51.6% | -90.4% | -43.3% |
| 3M | -33.9% | +50.8% | -84.7% | -39.2% |
| 6M | -36.0% | +51.1% | -87.1% | -42.1% |
| YTD | +18.7% | -19.1% | +37.9% | +20.3% |
| 1Y | +19.8% | +3.0% | +16.8% | +15.1% |
| 3Y | +294.3% | -31.2% | +325.5% | +298.2% |
| 5Y | +205.7% | -76.5% | +282.2% | +263.4% |
| 10Y | +493.8% | +168.4% | +325.3% | +302.4% |
| All | +986.6% | +1,105.1% | -118.5% | +569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling