+167.8%
JCI vs EPAM
-56.4%
+224.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +5.1% | -0.9% | +6.0% | +5.2% |
| 30D | -3.8% | +18.4% | -22.2% | -5.3% |
| 3M | +1.9% | +19.2% | -17.3% | 0.0% |
| 6M | +11.2% | -21.0% | +32.1% | +15.3% |
| YTD | +22.9% | -43.7% | +66.7% | +33.9% |
| 1Y | +37.4% | -29.9% | +67.3% | +41.8% |
| 3Y | +167.8% | -56.5% | +224.4% | +185.6% |
| All | +167.8% | -56.4% | +224.2% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling