+98.3%
JNJ vs EPAM
-33.7%
+132.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.5% |
| 7D | +1.1% | +13.4% | -12.3% | +0.9% |
| 30D | +6.9% | +47.1% | -40.2% | +6.0% |
| 3M | +8.0% | +71.2% | -63.2% | +6.7% |
| 6M | +24.3% | +48.9% | -24.6% | +22.6% |
| YTD | +35.6% | -22.2% | +57.9% | +35.0% |
| 1Y | +51.1% | -5.2% | +56.2% | +49.6% |
| 3Y | +98.3% | -34.9% | +133.2% | +95.7% |
| All | +98.3% | -33.7% | +132.0% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling