+193.4%
JCI vs EPAM
-29.8%
+223.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +8.4% | -1.1% | +9.6% | +8.5% |
| 30D | -8.9% | +41.8% | -50.7% | -10.4% |
| 3M | -6.4% | +63.4% | -69.8% | -9.1% |
| 6M | +1.6% | +72.2% | -70.6% | -2.3% |
| YTD | +20.1% | -20.0% | +40.1% | +28.0% |
| 1Y | +17.2% | -9.0% | +26.3% | +21.4% |
| All | +193.4% | -29.8% | +223.2% | +195.9% |
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 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