+1,447.6%
JBL vs EPAM
+65.2%
+1,382.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | +4.4% | -0.9% | +5.3% | +4.6% |
| 30D | -8.4% | +18.4% | -26.8% | -12.4% |
| 3M | -14.2% | +19.2% | -33.4% | -19.5% |
| 6M | +29.6% | -21.0% | +50.6% | +34.6% |
| YTD | +37.1% | -43.7% | +80.8% | +54.3% |
| 1Y | +49.5% | -29.9% | +79.4% | +57.1% |
| 3Y | +192.7% | -56.5% | +249.2% | +237.6% |
| 5Y | +411.3% | -81.7% | +493.0% | +604.8% |
| 10Y | +1,447.6% | +64.5% | +1,383.1% | +824.5% |
| All | +1,447.6% | +65.2% | +1,382.4% | +824.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling