+539.3%
JNJ vs EPAM
+751.2%
-211.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -1.0% |
| 7D | +2.7% | +2.0% | +0.7% | +2.5% |
| 30D | +7.4% | +6.5% | +0.8% | +6.7% |
| 3M | +21.2% | +19.9% | +1.3% | +19.1% |
| 6M | +13.4% | -16.9% | +30.3% | +14.4% |
| YTD | +35.1% | -42.9% | +78.0% | +39.8% |
| 1Y | +57.4% | -30.4% | +87.8% | +60.1% |
| 3Y | +86.8% | -54.7% | +141.5% | +93.8% |
| 5Y | +80.8% | -81.8% | +162.6% | +98.7% |
| 10Y | +202.7% | +65.5% | +137.3% | +144.7% |
| All | +539.3% | +751.2% | -211.9% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling