+11.4%
JCI vs EPAM
-4.9%
+16.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +1.9% |
| 7D | -9.4% | +13.4% | -22.8% | -6.5% |
| 30D | -13.4% | +47.1% | -60.5% | -6.6% |
| 3M | -12.4% | +71.2% | -83.6% | -3.2% |
| 6M | -5.1% | +48.9% | -54.1% | +4.5% |
| YTD | +13.7% | -22.2% | +36.0% | +16.9% |
| 1Y | +11.4% | -5.2% | +16.6% | +10.9% |
| All | +11.4% | -4.9% | +16.3% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling