+293.5%
JCI vs EPAM
+157.4%
+136.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | +3.2% | +2.4% | +0.8% | +2.8% |
| 30D | -8.6% | +42.3% | -50.9% | -14.4% |
| 3M | -7.7% | +60.7% | -68.4% | -15.8% |
| 6M | -2.6% | +80.5% | -83.1% | -14.1% |
| YTD | +17.4% | -20.4% | +37.7% | +19.4% |
| 1Y | +16.9% | -9.6% | +26.5% | +15.7% |
| 3Y | +186.7% | -30.5% | +217.2% | +189.8% |
| 5Y | +95.4% | -75.7% | +171.1% | +133.9% |
| All | +293.5% | +157.4% | +136.2% | +133.1% |
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