-53.5%
EPAM vs JAAA
+30.2%
-83.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +46.2% |
| 3M | +71.2% | +1.2% | +70.0% | +68.3% |
| 6M | +48.9% | +2.3% | +46.6% | +44.1% |
| YTD | -22.2% | +3.9% | -26.1% | -26.3% |
| 1Y | -5.2% | +4.8% | -10.0% | -11.2% |
| 3Y | -34.9% | +18.5% | -53.5% | -38.7% |
| 5Y | -77.4% | +27.5% | -104.9% | -78.8% |
| All | -53.5% | +30.2% | -83.7% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling