+30.5%
JD vs EPAM
+170.1%
-139.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.9% |
| 7D | +13.4% | +13.4% | 0.0% | +8.1% |
| 30D | +7.7% | +47.1% | -39.4% | -6.0% |
| 3M | -11.3% | +71.2% | -82.4% | -26.7% |
| 6M | -5.1% | +48.9% | -54.1% | -19.7% |
| YTD | +5.0% | -22.2% | +27.3% | +9.1% |
| 1Y | -5.6% | -5.2% | -0.5% | -9.0% |
| 3Y | +17.8% | -34.9% | +52.7% | +21.7% |
| 5Y | -57.2% | -77.4% | +20.2% | -40.3% |
| All | +30.5% | +170.1% | -139.6% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling