+133.4%
GSK vs EPAM
+751.2%
-617.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.7% |
| 7D | -1.8% | +2.0% | -3.8% | -2.0% |
| 30D | -2.2% | +6.5% | -8.7% | -3.0% |
| 3M | -1.8% | +19.9% | -21.7% | -4.1% |
| 6M | -10.6% | -16.9% | +6.3% | -9.5% |
| YTD | +4.4% | -42.9% | +47.3% | +9.4% |
| 1Y | +30.4% | -30.4% | +60.8% | +33.5% |
| 3Y | +60.1% | -54.7% | +114.8% | +68.3% |
| 5Y | +46.8% | -81.8% | +128.6% | +63.7% |
| 10Y | +79.2% | +65.5% | +13.8% | +47.7% |
| All | +133.4% | +751.2% | -617.8% | +73.2% |
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