+110.8%
JNJ vs EPAM
-30.1%
+140.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.5% | +2.4% | +1.0% | +3.4% |
| 30D | +12.5% | +42.3% | -29.8% | +11.8% |
| 3M | +9.6% | +60.7% | -51.1% | +8.5% |
| 6M | +25.3% | +80.5% | -55.2% | +23.5% |
| YTD | +40.3% | -20.4% | +60.7% | +39.6% |
| 1Y | +49.6% | -9.6% | +59.2% | +48.4% |
| 3Y | +110.8% | -30.5% | +141.3% | +115.4% |
| All | +110.8% | -30.1% | +140.9% | +115.4% |
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