+692.0%
JCI vs EPAM
+1,058.6%
-366.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.3% |
| 7D | -9.4% | +13.4% | -22.8% | -11.6% |
| 30D | -13.4% | +47.1% | -60.5% | -19.1% |
| 3M | -12.4% | +71.2% | -83.6% | -20.4% |
| 6M | -5.1% | +48.9% | -54.1% | -12.9% |
| YTD | +13.7% | -22.2% | +36.0% | +15.5% |
| 1Y | +11.4% | -5.2% | +16.6% | +8.9% |
| 3Y | +175.9% | -34.9% | +210.8% | +181.1% |
| 5Y | +98.4% | -77.4% | +175.8% | +129.2% |
| 10Y | +311.2% | +158.1% | +153.1% | +197.9% |
| All | +692.0% | +1,058.6% | -366.6% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling