+400.7%
JBL vs EPAM
-81.9%
+482.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +3.0% | +2.0% | +1.1% | +2.7% |
| 30D | -8.3% | +6.5% | -14.8% | -9.6% |
| 3M | -16.9% | +19.9% | -36.8% | -20.3% |
| 6M | +21.8% | -16.9% | +38.7% | +24.5% |
| YTD | +36.3% | -42.9% | +79.2% | +48.9% |
| 1Y | +49.5% | -30.4% | +79.9% | +56.1% |
| 3Y | +170.6% | -54.7% | +225.4% | +199.0% |
| All | +400.7% | -81.9% | +482.6% | +500.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling