+1,100.5%
JBL vs EPAM
+1,093.7%
+6.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -2.1% |
| 7D | -8.1% | +18.8% | -26.8% | -12.4% |
| 30D | -18.4% | +44.9% | -63.4% | -26.1% |
| 3M | -25.8% | +68.6% | -94.3% | -35.4% |
| 6M | -29.6% | +65.4% | -95.0% | -39.8% |
| YTD | +9.6% | -19.9% | +29.5% | +10.8% |
| 1Y | +14.1% | -10.0% | +24.1% | +11.8% |
| 3Y | +95.9% | -30.3% | +126.2% | +96.4% |
| 5Y | +298.3% | -75.7% | +374.0% | +383.2% |
| 10Y | +1,150.1% | +167.2% | +982.9% | +684.0% |
| All | +1,100.5% | +1,093.7% | +6.8% | +500.5% |
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 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