-57.9%
JD vs EPAM
-77.2%
+19.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +20.6% | -17.4% | -1.7% |
| 7D | +11.7% | +23.0% | -11.3% | +5.7% |
| 30D | +8.1% | +51.6% | -43.5% | -3.1% |
| 3M | -12.0% | +50.8% | -62.8% | -21.7% |
| 6M | -3.5% | +51.1% | -54.6% | -15.1% |
| YTD | +3.3% | -19.1% | +22.5% | +6.2% |
| 1Y | -7.4% | +3.0% | -10.4% | -11.4% |
| 3Y | +16.6% | -31.2% | +47.8% | +18.9% |
| 5Y | -57.9% | -76.5% | +18.6% | -47.9% |
| All | -57.9% | -77.2% | +19.3% | -47.9% |
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