-14.0%
EPAM vs JAAA
+4.8%
-18.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +9.1% | +0.1% | +9.0% | +8.9% |
| 30D | +38.5% | +0.4% | +38.1% | +36.9% |
| 3M | +61.0% | +1.1% | +59.8% | +55.1% |
| 6M | +58.0% | +2.3% | +55.8% | +48.5% |
| YTD | -23.5% | +3.9% | -27.3% | -25.7% |
| All | -14.0% | +4.8% | -18.8% | -17.5% |
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