-29.9%
EPAM vs JAAA
+4.8%
-34.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.6% |
| 30D | +18.4% | +0.5% | +17.9% | +14.8% |
| 3M | +19.2% | +1.2% | +18.0% | +10.4% |
| 6M | -21.0% | +2.8% | -23.8% | -34.3% |
| YTD | -43.7% | +3.2% | -46.9% | -54.8% |
| 1Y | -29.9% | +4.8% | -34.7% | -58.7% |
| All | -29.9% | +4.8% | -34.7% | -58.7% |
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