+195.7%
JNJ vs EPAM
+65.2%
+130.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +4.3% | +18.4% | -14.0% | +3.0% |
| 3M | +16.5% | +19.2% | -2.7% | +14.6% |
| 6M | +13.1% | -21.0% | +34.1% | +14.5% |
| YTD | +32.1% | -43.7% | +75.9% | +36.6% |
| 1Y | +54.5% | -29.9% | +84.4% | +56.8% |
| 3Y | +82.5% | -56.5% | +139.1% | +89.7% |
| 5Y | +80.0% | -81.7% | +161.7% | +101.7% |
| 10Y | +195.7% | +64.5% | +131.1% | +114.1% |
| All | +195.7% | +65.2% | +130.4% | +114.1% |
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 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