-30.4%
EPAM vs JAAA
+4.9%
-35.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.9% |
| 7D | +2.0% | +0.2% | +1.8% | +0.8% |
| 30D | +6.5% | +0.5% | +6.0% | +3.1% |
| 3M | +19.9% | +1.3% | +18.7% | +11.4% |
| 6M | -16.9% | +2.7% | -19.6% | -28.7% |
| YTD | -42.9% | +3.2% | -46.1% | -52.9% |
| 1Y | -30.4% | +4.9% | -35.3% | -54.7% |
| All | -30.4% | +4.9% | -35.3% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling