+15.5%
GLXY vs EPAM
-35.0%
+50.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.2% |
| 7D | +13.4% | +2.0% | +11.5% | +13.1% |
| 30D | +38.1% | +6.5% | +31.6% | +35.9% |
| 3M | -7.3% | +19.9% | -27.3% | -11.1% |
| 6M | +8.2% | -16.9% | +25.1% | +23.7% |
| YTD | +17.8% | -42.9% | +60.6% | +71.5% |
| 1Y | +14.9% | -30.4% | +45.3% | +43.9% |
| All | +15.5% | -35.0% | +50.4% | +47.1% |
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