+747.7%
JCI vs EPAM
+751.2%
-3.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.3% |
| 7D | +3.8% | +2.0% | +1.9% | +3.5% |
| 30D | -5.7% | +6.5% | -12.2% | -7.0% |
| 3M | -1.4% | +19.9% | -21.3% | -5.2% |
| 6M | +4.1% | -16.9% | +21.1% | +5.9% |
| YTD | +21.7% | -42.9% | +64.6% | +31.0% |
| 1Y | +36.1% | -30.4% | +66.5% | +40.6% |
| 3Y | +154.4% | -54.7% | +209.2% | +177.0% |
| 5Y | +112.0% | -81.8% | +193.8% | +154.2% |
| 10Y | +322.2% | +65.5% | +256.8% | +229.5% |
| All | +747.7% | +751.2% | -3.5% | +454.7% |
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 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