+98.8%
JCI vs EPAM
-77.4%
+176.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.1% |
| 7D | -9.4% | +13.4% | -22.8% | -10.8% |
| 30D | -13.4% | +47.1% | -60.5% | -17.3% |
| 3M | -12.4% | +71.2% | -83.6% | -18.1% |
| 6M | -5.1% | +48.9% | -54.1% | -10.4% |
| YTD | +13.7% | -22.2% | +36.0% | +16.8% |
| 1Y | +11.4% | -5.2% | +16.6% | +10.6% |
| 3Y | +175.9% | -34.9% | +210.8% | +183.1% |
| All | +98.8% | -77.4% | +176.3% | +132.8% |
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