-77.8%
EPAM vs JAAA
+27.4%
-105.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +13.4% | +0.2% | +13.2% | +13.1% |
| 30D | +47.1% | +0.4% | +46.6% | +46.1% |
| 3M | +71.2% | +1.2% | +70.0% | +67.9% |
| 6M | +48.9% | +2.3% | +46.6% | +43.5% |
| YTD | -22.2% | +3.9% | -26.1% | -26.8% |
| 1Y | -5.2% | +4.8% | -10.0% | -12.0% |
| 3Y | -34.9% | +18.5% | -53.5% | -39.3% |
| All | -77.8% | +27.4% | -105.2% | -81.5% |
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 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