-75.3%
EPAM vs JAAA
+27.5%
-102.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +42.3% | +0.4% | +41.9% | +41.4% |
| 3M | +60.7% | +1.2% | +59.5% | +57.6% |
| 6M | +80.5% | +2.3% | +78.2% | +74.1% |
| YTD | -20.4% | +4.0% | -24.4% | -25.1% |
| 1Y | -9.6% | +4.8% | -14.4% | -16.0% |
| 3Y | -30.5% | +18.4% | -48.9% | -35.0% |
| All | -75.3% | +27.5% | -102.9% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling