+102.2%
JBL vs EPAM
-36.8%
+139.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.7% |
| 7D | -5.2% | +9.1% | -14.2% | -5.4% |
| 30D | -17.5% | +38.5% | -56.0% | -19.1% |
| 3M | -26.0% | +61.0% | -86.9% | -28.3% |
| 6M | -28.9% | +58.0% | -86.9% | -31.3% |
| YTD | +10.8% | -23.5% | +34.3% | +19.5% |
| 1Y | +18.3% | -10.5% | +28.9% | +23.4% |
| 3Y | +102.2% | -33.8% | +136.0% | +116.7% |
| All | +102.2% | -36.8% | +139.0% | +116.7% |
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