+103.6%
GSK vs EPAM
+170.1%
-66.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.2% |
| 7D | +1.7% | +13.4% | -11.7% | +0.1% |
| 30D | +7.0% | +47.1% | -40.0% | +2.5% |
| 3M | -2.7% | +71.2% | -73.8% | -8.4% |
| 6M | +1.4% | +48.9% | -47.5% | -3.7% |
| YTD | +5.3% | -22.2% | +27.6% | +6.7% |
| 1Y | +10.6% | -5.2% | +15.8% | +9.5% |
| 3Y | +62.6% | -34.9% | +97.5% | +64.3% |
| 5Y | +41.7% | -77.4% | +119.1% | +59.7% |
| All | +103.6% | +170.1% | -66.5% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling