-61.3%
JD vs EPAM
-81.9%
+20.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.2% | +2.5% |
| 7D | -1.7% | +2.0% | -3.6% | -2.2% |
| 30D | -13.2% | +6.5% | -19.7% | -15.1% |
| 3M | -3.2% | +19.9% | -23.1% | -8.7% |
| 6M | +15.2% | -16.9% | +32.2% | +18.9% |
| YTD | +2.0% | -42.9% | +44.9% | +15.0% |
| 1Y | -5.4% | -30.4% | +25.0% | +0.5% |
| 3Y | -9.1% | -54.7% | +45.6% | +3.9% |
| All | -61.3% | -81.9% | +20.6% | -52.5% |
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 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