-9.6%
EPAM vs JAAA
+4.8%
-14.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | +18.5% | +0.1% | +18.4% | +18.2% |
| 30D | +44.0% | +0.4% | +43.6% | +42.4% |
| 3M | +63.0% | +1.2% | +61.8% | +56.9% |
| 6M | +67.3% | +2.3% | +64.9% | +56.9% |
| YTD | -20.5% | +4.0% | -24.5% | -22.9% |
| 1Y | -9.6% | +4.8% | -14.4% | -13.7% |
| All | -9.6% | +4.8% | -14.4% | -13.7% |
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