+99.9%
JCI vs EPAM
-75.8%
+175.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +8.4% | -1.1% | +9.6% | +8.5% |
| 30D | -8.9% | +41.8% | -50.7% | -12.6% |
| 3M | -6.4% | +63.4% | -69.8% | -11.9% |
| 6M | +1.6% | +72.2% | -70.6% | -5.9% |
| YTD | +20.1% | -20.0% | +40.1% | +22.9% |
| 1Y | +17.2% | -9.0% | +26.3% | +17.4% |
| 3Y | +190.7% | -30.4% | +221.1% | +195.8% |
| 5Y | +99.9% | -75.6% | +175.5% | +124.6% |
| All | +99.9% | -75.8% | +175.6% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling