-66.3%
EPAM vs JAAA
+29.3%
-95.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +18.4% | +0.5% | +17.9% | +17.6% |
| 3M | +19.2% | +1.2% | +18.0% | +17.2% |
| 6M | -21.0% | +2.8% | -23.8% | -24.0% |
| YTD | -43.7% | +3.2% | -46.9% | -46.1% |
| 1Y | -29.9% | +4.8% | -34.7% | -34.3% |
| 3Y | -56.5% | +19.0% | -75.5% | -58.4% |
| 5Y | -81.7% | +26.8% | -108.5% | -82.6% |
| All | -66.3% | +29.3% | -95.6% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling