+1,113.7%
JBL vs EPAM
+1,040.5%
+73.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.0% |
| 7D | -5.2% | +9.1% | -14.2% | -7.9% |
| 30D | -17.5% | +38.5% | -56.0% | -24.5% |
| 3M | -26.0% | +61.0% | -86.9% | -34.9% |
| 6M | -28.9% | +58.0% | -86.9% | -38.5% |
| YTD | +10.8% | -23.5% | +34.3% | +13.2% |
| 1Y | +18.3% | -10.5% | +28.9% | +15.9% |
| 3Y | +102.2% | -33.8% | +136.0% | +105.2% |
| 5Y | +303.2% | -78.1% | +381.3% | +403.6% |
| 10Y | +1,152.0% | +157.7% | +994.3% | +691.9% |
| All | +1,113.7% | +1,040.5% | +73.2% | +513.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling