+187.5%
JBL vs EPAM
-54.6%
+242.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.7% |
| 7D | +3.0% | +2.0% | +1.1% | +2.8% |
| 30D | -8.3% | +6.5% | -14.8% | -9.0% |
| 3M | -16.9% | +19.9% | -36.8% | -18.6% |
| 6M | +21.8% | -16.9% | +38.7% | +26.1% |
| YTD | +36.3% | -42.9% | +79.2% | +50.2% |
| 1Y | +49.5% | -30.4% | +79.9% | +57.2% |
| All | +187.5% | -54.6% | +242.1% | +236.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling