+288.2%
JCI vs EPAM
+168.6%
+119.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -1.0% |
| 7D | -5.9% | +18.8% | -24.7% | -8.9% |
| 30D | -10.4% | +44.9% | -55.3% | -16.3% |
| 3M | -6.1% | +68.6% | -74.7% | -14.9% |
| 6M | +1.7% | +65.4% | -63.7% | -8.8% |
| YTD | +18.9% | -19.9% | +38.8% | +20.8% |
| 1Y | +16.1% | -10.0% | +26.1% | +15.1% |
| 3Y | +187.8% | -30.3% | +218.1% | +190.8% |
| 5Y | +103.2% | -75.7% | +178.9% | +143.4% |
| 10Y | +288.2% | +167.2% | +121.0% | +134.3% |
| All | +288.2% | +168.6% | +119.6% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling