+139.6%
GSK vs EPAM
+1,093.7%
-954.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.1% |
| 7D | +5.2% | +18.8% | -13.6% | +3.1% |
| 30D | +10.2% | +44.9% | -34.8% | +5.8% |
| 3M | -0.9% | +68.6% | -69.5% | -6.4% |
| 6M | +3.5% | +65.4% | -61.9% | -2.7% |
| YTD | +7.2% | -19.9% | +27.1% | +8.1% |
| 1Y | +12.0% | -10.0% | +22.0% | +11.5% |
| 3Y | +67.3% | -30.3% | +97.6% | +67.7% |
| 5Y | +45.3% | -75.7% | +120.9% | +57.3% |
| 10Y | +101.8% | +167.2% | -65.4% | +58.0% |
| All | +139.6% | +1,093.7% | -954.1% | +71.2% |
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