+215.6%
JNJ vs EPAM
+156.9%
+58.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +1.5% | +18.5% | -17.1% | +0.1% |
| 30D | +6.3% | +44.0% | -37.7% | +3.4% |
| 3M | +8.5% | +63.0% | -54.5% | +4.4% |
| 6M | +28.0% | +67.3% | -39.3% | +22.5% |
| YTD | +37.7% | -20.5% | +58.2% | +38.5% |
| 1Y | +47.9% | -9.6% | +57.6% | +47.3% |
| 3Y | +107.4% | -30.8% | +138.2% | +107.6% |
| 5Y | +97.7% | -75.6% | +173.4% | +119.1% |
| All | +215.6% | +156.9% | +58.8% | +119.5% |
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