+32.2%
JD vs EPAM
+165.6%
-133.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +0.4% | +18.5% | -18.1% | -5.6% |
| 30D | +4.2% | +44.0% | -39.8% | -8.3% |
| 3M | -12.8% | +63.0% | -75.7% | -26.7% |
| 6M | -8.8% | +67.3% | -76.0% | -25.8% |
| YTD | +0.5% | -20.5% | +21.0% | +3.6% |
| 1Y | -8.8% | -9.6% | +0.9% | -10.3% |
| 3Y | +18.6% | -30.8% | +49.4% | +19.8% |
| 5Y | -62.2% | -75.6% | +13.4% | -49.1% |
| 10Y | +32.2% | +159.6% | -127.3% | -45.1% |
| All | +32.2% | +165.6% | -133.4% | -45.1% |
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