+1,392.5%
JBL vs EPAM
+751.2%
+641.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | +3.0% | +2.0% | +1.1% | +2.5% |
| 30D | -8.3% | +6.5% | -14.8% | -10.3% |
| 3M | -16.9% | +19.9% | -36.8% | -21.9% |
| 6M | +21.8% | -16.9% | +38.7% | +24.4% |
| YTD | +36.3% | -42.9% | +79.2% | +51.3% |
| 1Y | +49.5% | -30.4% | +79.9% | +56.8% |
| 3Y | +170.6% | -54.7% | +225.4% | +205.2% |
| 5Y | +408.4% | -81.8% | +490.2% | +564.6% |
| 10Y | +1,450.4% | +65.5% | +1,384.9% | +997.3% |
| All | +1,392.5% | +751.2% | +641.3% | +719.7% |
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 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