+541.6%
JNJ vs EPAM
+1,058.6%
-517.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.7% |
| 7D | +1.1% | +13.4% | -12.3% | 0.0% |
| 30D | +6.9% | +47.1% | -40.2% | +3.5% |
| 3M | +8.0% | +71.2% | -63.2% | +3.3% |
| 6M | +24.3% | +48.9% | -24.6% | +19.7% |
| YTD | +35.6% | -22.2% | +57.9% | +36.7% |
| 1Y | +51.1% | -5.2% | +56.2% | +49.7% |
| 3Y | +98.3% | -34.9% | +133.2% | +99.6% |
| 5Y | +94.3% | -77.4% | +171.7% | +111.1% |
| 10Y | +214.9% | +158.1% | +56.9% | +145.1% |
| All | +541.6% | +1,058.6% | -517.0% | +364.6% |
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