+49.2%
GSK vs EPAM
-81.9%
+131.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.8% |
| 7D | -1.8% | +2.0% | -3.8% | -2.0% |
| 30D | -2.2% | +6.5% | -8.7% | -2.7% |
| 3M | -1.8% | +19.9% | -21.7% | -3.2% |
| 6M | -10.6% | -16.9% | +6.3% | -10.0% |
| YTD | +4.4% | -42.9% | +47.3% | +7.4% |
| 1Y | +30.4% | -30.4% | +60.8% | +32.2% |
| 3Y | +60.1% | -54.7% | +114.8% | +64.6% |
| All | +49.2% | -81.9% | +131.1% | +52.1% |
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