+116.9%
JCI vs EPAM
-81.9%
+198.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | +3.8% | +2.0% | +1.9% | +3.6% |
| 30D | -5.7% | +6.5% | -12.2% | -6.7% |
| 3M | -1.4% | +19.9% | -21.3% | -4.2% |
| 6M | +4.1% | -16.9% | +21.1% | +6.0% |
| YTD | +21.7% | -42.9% | +64.6% | +30.0% |
| 1Y | +36.1% | -30.4% | +66.5% | +40.3% |
| 3Y | +154.4% | -54.7% | +209.2% | +173.5% |
| All | +116.9% | -81.9% | +198.7% | +152.7% |
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