-81.3%
EPAM vs JAAA
+25.6%
-106.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.5% |
| 7D | +2.0% | +0.2% | +1.8% | +1.7% |
| 30D | +6.5% | +0.5% | +6.0% | +5.6% |
| 3M | +19.9% | +1.3% | +18.7% | +17.6% |
| 6M | -16.9% | +2.7% | -19.6% | -20.3% |
| YTD | -42.9% | +3.2% | -46.1% | -45.6% |
| 1Y | -30.4% | +4.9% | -35.3% | -35.3% |
| 3Y | -54.7% | +19.0% | -73.7% | -56.8% |
| All | -81.3% | +25.6% | -106.9% | -83.3% |
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