+95.0%
JNJ vs EPAM
-77.4%
+172.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 3M | +8.0% | +71.2% | -63.2% | +7.1% |
| 6M | +24.3% | +48.9% | -24.6% | +23.3% |
| YTD | +35.6% | -22.2% | +57.9% | +35.4% |
| 1Y | +51.1% | -5.2% | +56.2% | +50.4% |
| 3Y | +98.3% | -34.9% | +133.2% | +97.8% |
| All | +95.0% | -77.4% | +172.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling